Remove the headlining completely - never had a problem with condensation without mine and we've done a lot of wet trackdays.
Get rid of as much weight as possible if you don't need it remove it.
You can save some weight by replacing the electric window motors with manual ones if you still want them to open.
Leave the dash and heater as DH said the heater and blower are needed in the cold and wet.
Its surprising how much the stuck on sound deadening weighs. A heat gun makes the removal of this much easier.
Madmart - nice choice of car, best mark of Golf for a trackcar 
Not sure about removing the front bumper support, I think it is needed to keep the front chassis legs stable.
Paul
I'm happy with how my mk3 performs on track, I cut the front bumper support in half so the bumper can still be mounted.
Currently fitting a 20VT engine to this car so that should liven things up a bit more.....
