Mk5 gti was available with the 17" and 18" monza wheels, the diamond cut "monza shadow" versions are the popular ones but diamond cut wheels aren't as durable/resistant to corrosion as the wheel face is only covered by clear lacquer which isn't as strong as paint so you need to look after them or get them refurbished, mine have been painted black and silver so they look diamond cut but are more durable.
The tartan seats in prefer to leather but I'm not keen on leather seats in general.
When looking for my gti is didn't consider the flappy paddle box (dsg) as I like to feel more involved in everything the car does, and manual cars tend to be a little cheaper as dsg was a fairly expensive option.
I don't know about mk5 steering wheels as I've got a mk6 but I'd imagine that the steering wheel controls were just an option with which radio was installed
I'm not sure on the colour names but I can't see why you need to know that until you've bought one and just take it to a dealer and they'll tell you,so long as it's a colour you like, I'm not sure if it was on mk5s but my mk6 is carbon steel grey if that helps. Remember black is brilliant until it immediately becomes filthy seconds after being washed.
Me personally I'd look at full history cars only, the 18" monza shadow wheels in would want but they can be bought at a later date (ebay), I wouldn't want leather but that's just my opinion and I'd want a manual. But I'm not you so get the one which makes you want it, remember the first one you go to see isn't and won't be the only one you'll be able to see so get a good one, keep it a good one and enjoy it.