Richandhazel and GolfVR6 will wade in shortly with their ideas.
But my favourite is the Idle Stabilisation Control Unit, which can be found in the cabin somewhere (you'll need Haynes or Rich to locate it).
The way to test it is very simple - when its cold - take it off - start the car - and see if it makes a difference. If not, get a new one.
Handy tip: buy a replacement off someone who has just written off their car - its 180quid new from VW - fiver to an owner whose currently in mourning.
Also, check Fuse 17. This fuse powers the ISCU.
Regards,
Tin