Ooooh rattle hunting! Is there anything more fun?!

This noise of yours, is there a particular set of circumstances that sets it off? I had a thudding from the front suspension that would be set off by any kind of "washboard" type bumps in the road surface, especially if I also had some steering lock on at the time. Over single bumps it would often stay quiet but over a series of bumps it would somehow build up and start banging. This was eventually cured by a change of bottom arm bushes and ball joints. I know you say you've checked yours but I have to say the noise from mine predated them really feeling knackered when inspected.
Does temperature affect the situation at all, either outside or vehicle temp? I've not experienced anything so far with the Golf, but I hit a suspension problem on my Mini a year or so ago that only kicked in after a few miles of any trip. When the bushes were cold they were ok but as the suspension articulated, flexing and heating the bushes, they softened enough that a vibration would start. Again suspension rebushed, problem gone. Ok that was a vibration not a noise but it shows how it pays to be aware of the precise conditions under which a problem occurs.
In more general terms, first rule of rattle hunting is to remove anything and everything that isn't firmly nailed down. Then take the car out and see if you've still the noise (from what you're describing, I think you probably will have but best to start at the beginning). Also, if possible, get someone else to ride with you. From a different place in the car, the source of the noise can seem to be in a different place. Might be right, might be wrong but gives you somewhere else to check. Other than that, I can only really recommend persistence and luck!
S.M.