If it is the plastic housing, I recently changed mine on my 8v (cracked it putting a new sensor in!

)
Cost about £14 robs from VW. One thing to note is that the new plastic housing has 2 holes in the top instead of the 1 where the coolant sensor goes, So if you order one, make sure to ask for another o ring and a plug. I didn't realise so have ended up putting my old sensor in the second hole!!!
Not sure if I saw the part on GSF cheaper too so you might wanna check there!

Easy to change, but does mean draining most of the coolant out the system so it doesn't p1ss all over your electrics

Dave