Headlining - you're out of luck for a stock black one, the anniversary model had a black headliner but was only 3dr, you can use the sun visors and other roof fittings of course, but you will need to dye or re-trim the headlining to black.
Badges - fishing line and hairdryer

Brakes - fit 312 carriers and discs (exisiting calipers are same but as I say you definately need the 312 carriers, splash shields are your choice whether you change them to 312 type)
R32 brakes will fit course but you will need 17" alloys as minimum, all the info is here:
http://www.golfgtiforum.co.uk/index.php?topic=87778.0ARS - ASR you mean? its the standard VW traction control.
Coilovers - can't help you there.