I got my GTI color concept leather seats from eBay for about £230 delivered, but they are not heated. Looks sexy, though...Black and red 
You can get heated leather from VR6, but that's installation hassle (unless you know how) and they are a bit more expensive. Around £300 probably.
I'm pretty sure Colour concept Recaros should be heated!! It may be that you don't have the wiring loom, relays and switch
Normal GTI style non heated leather seats go for £200-£300 depending on condition.
Recaro leather seats normally fetch a bit more, so between £250 and £400 depending on condition
Highline heated leather seats normally fetch £250-£400 depending on condition and whether the loom/switch/relays are included
I don't know why people like leather so much though, I had Highline leather in my car and I couldn't get on with it. I mean sure it was comfy, but I never felt safe going round corners, it felt like I was going to end up sliding onto the handbrake! I soon put the standard cloth VR6 seats in my car and fell back in love with my car again. If I change my seats ever again, I'm going for the cloth Recaros!