I noticed my ED30 was very quiet too as standard, but that was me coming from a very modded mkiv with quite a burbly K04 turbo.
I've had a Milltek non-res exhaust fitted from the cat back - it is just enough to give the car some note, without being loud, IMHO.
I still plan to fit the Milltek DP (as that gives the engine more power, whereas the cat-back is just noise), but think that makes it a fair bit loud, especially with a non res rear, so may fit a rear resonated box at that point.
BCS get a great write up on here - they have active systems that I hadn't known about or considered when I bought the Milltek for mine.
Enjoy your mk5 - it gets expensive if you let it!