You can put either on according to the fuel filler flap and the owners manual. I went for slightly thinner tyres for a couple of reasons; living in the sub tropical climate of the North West we tend to get loads of rain especially on my route to work from Near Blackpool to Stockport. Secondly, because they were £20 per tyre cheaper than the equivalent 205's so I saved £80 which is ace. I think the rolling radiius of the wheel reduced by about 2.5%, I'm still getting 39 - 41 mpg commuting to work so I'm pretty pleased.
The rainsports have been well tested already this week and they work really well. The better tyre was the Vredestein Sportrac 2 which came out top in the Autoexpress (?) tyre test beating all the top manufacturers. Was promised those but they couldn't get them, these are pretty good though. Always used to have Uniroyals years ago.
You're right though, the car did come with 205's originally but I remember all my other GTis (3 x Mk3 8v's) had 195's on.