A few questions:-
1) I opened the large flap in the boot on the OS an looking from the back of the car the bottom left bulb socket was empty is that right?
2) When upgrading the front headlight bulbs what are the best ones to get?
3) Do you deffinatly have to remove the front bumper to change the bulbs, if so is there a guide anywhere?
1) Bottom bulb position is for near side fog light. Not required on right hand drive however if your car is pre 2001 I think, you can fit a bulb and then have rear fog lights on both sides

2) Not upgraded the headlights in my current Mk4 but on previous Mk4's I have had I used Philips Vision plus but then this was in 2003, so I would expect bulbs to of moved on a bit by now!
3) If your hands are a normal size then yes you need to remove the bumper. It can be done with the bumper in place but to be honest its just as quick to remove the bumper plus you won't break any of the clips on the headlight in the process!!
Check the Mk4 maintenance section. I am sure the quide is there!!

EDIT: Check this thread for bumper removal!!
http://www.golfgtiforum.co.uk/index.php?topic=87356.msg715363#msg715363