MK5 Golf GTI

Ideally to help find the fault you will need VCDS (vagcom).

Try and get the engine management light to lite on the dash so a fault is logged to the ECU.
Read the fault - normally a 'random multiple missfire detected' and then it will list the cylinder at fault

1st step - coilpack
swap the cylinder from the detected faulty cylinder to another, e.g. cylinder 1 detectedm swap coilpacks 1 and 4.  Cylinders are from left to right looking at the engine with the bonnet open - (washer fluid) 1-2-3-4 (battery)

Clear the fault and test the car.

If you succeed in another engine management light...
check error code again - see if the cylinder detected this time is where you moved the suspect coilpack too - if this is so swap the coilpacks back to their original positions and replace the faulty one, if not   ->

2nd Step - spark plugs
Replace all 4 spark plugs with VW recommended parts.
Clear fault and test again.

This will normally fix a well known random/multiple missfire.

VW Latest coilpack is revision D - approx Ã,£30 + vat each
VW Spark plugs - approx - Ã,£9.50 + vat each

Good write-up Neg 

Nice one Neg , I thought rev F was the latest coil packs, is that different between us and the USA  ?

I think it was D, I'll double check...

^^^^

Useful and very clear guide, neg