With regards to the R32 upgrade, you may want to consider the following;
Mk5 Golf R32 - Blue calipers
Audi S3/Mk6 R - Black calipers
Seat Leon Cupra - Red calipers
Also, if you want that bit extra performance, look at getting some 340mm TTS brake discs, a few kilograms lighter than the OEM 345mm discs. Some decent pads will also be worth spending the extra on too.