Don't know if this applies to the Mk6 but when the Mk5 was lauched I remember reading an article where they did a comparison of the GTI with 17's and 18's. The car on 17's posted quicker lap times.
So, in summary. The 17" are
much cheaper, more comfortable, cheaper tyres and faster.
Some think the monza shadows look better - matter of opinion of course.

Any other advantages of the monza shadows apart from cosmetic?
Just for info..