If you're running a standard car then the stock brakes will work perfectly well, even when driven hard as VW probably spent more than we've all spent combined on modifications actually developing the brakes for the mk5 GTI!
But when we start adding extra power that isn't in the original design, that's when upgrades make sense. My girlfriend has almost the same power output as my GTI (both run stage 1) and we both feel the same that my car with the larger R32 fronts inspire more confidence and it's less effort to slow the car down compared to the stock GTI brakes.
That aside, a nice "Porsche" or "RS" logo under an alloy is rather cool to most people... Not all I'll admit... But most...