Drilled disks are prone to cracking around the weak points of the drilled hole(s)
Grooved disks lead to increased pad wear.
Both of them help breaking by allowing dust/water/gases disperse when the brakes are applied.
Its up to you really, I've never noticed any difference apart from drilled and grooved look cool

The price is about the same, so I just go for grooved and vented.
If your pedal feels spongy, then a bigger master cylinder and braided metal hoses will sort it.
http://www.tsr-performance.com/pages/goodridge.asp- you'd need the 6 line kit on a rear calliper Golf. My pedal would have to be seriously spongey before I considered fitting them. The idea is to prevent the rubber flexi's from swelling under pressure.