I would love to see a used mkv gti guide on here.
There is an excellent new/picking up from showroom checklist, but most of the points arent relevant.
Edit: I don't even own a mk5, so i feel like a bit of a dick for even writing this, but from what i've picked up:
Check all dash lights light up when you turn the key to ignition position 1
Check for white worm/scuffs on the alloys
Check no condensation in the lights (especially the centre rear brake light)
If DSG, check it doesnt lurch from neutral.
Check cambelt has been done at the correct interval (60k?)
Apparently some of the 04 or early 05's had some interior build quality issues, i.e. rattling(!)
Also, not specific to mk5's, but when buying any used car, this checklist comes highly recommended (by me lol)
http://www.autotrader.co.uk/CARS/buying/buyersguide_checklist.jsp