As said, there was no facelift, but a few things were cheapened through the mk5's life...
Main one I can think of visually is that the GTI lost the projector fogs for cheaper halogen lights.
Otherwise, it is mostly trim - the earliest mk5's had rubber inserts in the sunglasses holder, door pockets, a nice sliding cupholder cover with the ever useful bottle cap opener, etc. My later '08 car has none of this, but is easily changed if you care to...!