This is a really subjective topic and down to the individual's tastes and desires. A few common modifications for costmetics are;
Mk6 GTI/GTD flat bottom steering wheel
BBS VS / BBS CH alloy wheels
R32/S3/Cupra front 345mm big brakes
Colour coded side skirts
A note on the front brakes, the OEM R32/S3 brakes are pretty good and can be had for about £300 for a complete setup (calipers, brake lines, shields, discs and pads) and are a direct fit. The R32 ones are blue, S3 ones are black and Cupra ones are red.
Have a look around the internet at various project threads but do be careful as this leads to a dangerous obsession of modifying anything that isn't welded to your car. Sometimes even the welded stuff gets messed about with.
