Yes, I have been considering LSD too from VW Racing. 
For Road use:-
PRICE FROM £603.75 excl VAT Manual 6 Speed PART No VWR1KO 235
PRICE FROM £793.75 excl VAT DSG Gearbox PART No VWR1KO 236
They certainly work...as long as you need it.
You'll notice no difference unless you are working it hard on the open road, or on the track....and only then, when you know how to work it.
I'll make little difference in a straight line, traction wise.
They are fairly user-friendly, that type...unlike the 'race' type.
Factor in too, the cost of the gearbox re-build to fit it: £400ish.
Still no more than a new turbo-back exhaust though.
The other thing I have been concidering is the Quick Shift Gearchange:-
PRICE FROM £105.20 excl VAT Manual 6 Speed PART No VWR1KO 215
This is nice to use...recommended.
It's adjustable...and on the shortest, is spot on.
It's easy enough to fit once you work out how to get the airbox assembly off, and mine needed the optional pin fitting, which meant drilling the existing pin off the short shift and fitting the supplied pin...all in, an hours work maybe, given the tools and a good sense of what's what.
Nice kit though...