Do the
advance search function untick all, then
tick MK2 section and maintence and also
garage loads of info with Digpants. just search: Need help 8V, Idle bad, engine rough, problems starting engine etc... Calling all digi experts

etc.......
The problem is you haven't even said if you have tried anything at all like changing plugs HT leads if this has been getting worse you're just making it worse by not sorting it out sooner?
Plus RJ guide is here in the maintence section:
http://www.golfgtiforum.co.uk/index.php?board=40.0 Look for tune up

But to start here you go!

1. Engine running warmed up, unplug the blue coolant temp switch, does anything change? No = bad coolant temp.
Alt: 1000 ohms resistance after normal operating temps
2. Air Temp (on intercooler tube) 500 ohms on outer two pins, you have to drill out the cap to get the adjustment.
3. O2 sensor, of course, check the wires/harness for any damage. If you haven't replaced this lately, might be time to get the universal and just crimp the wires on.
4. The TB -> ecu hose must be plugged in the right place. its closed to the passenger side. Unplug the ecu hose from the ECU , if the car still runs like crap, then its the ecu hose. Don't even attempt to drive the car with the ecu hose off.
5. Check your battery voltage, If the battery voltage goes low, the ECU dumps 25% more fuel than normal.
6. The ground wires, to the head, and everywhere else. Bad grounds are a common issue with this car, especially the one to the head.
7. Distributor cap/rotor, remove, inspect and clean dirt. Sandpaper any "growth/corrosion" on the metal contact points.
8. Wires,plugs, you should remove the plugs and inspect for damage, or fouling from being rich.
9. If o2 sensor goes bad, it will kill the cat real quick. Remove the cat by lowering exhaust, look inside, if its crumbly, turned sideways, or black, its probably dead.
10. Check vacuum through boost gauge (10-15psi of vacuum) or MFA (84-104) at idle. Anything else, you might have a big vacuum leak.
11. ISV - if you haven't rerouted it, you may have a leaking ISV.
12. Idle screw on throttle body. Make sure its not gone, or about to fall out. Usually results in "hunting" or high rpm idle.
13. Have you changed the fuel filter lately? Its by the passenger rear wheel. Easy to change, watch out for gas spraying you in the face!
14. Timing. If you don't own a timing light, you can mark the distributor cap and base with some paint/white-out. Unbolt the ~13mm bolt that holds the distributor down.
Turning the distributor cap right, will retard timing, Turning left will advance. Advance = more power, quicker off the line, more likely to ping/knock with poor gas. Retard is when you feel
pinging or detonation. I'd suggest, on the hottest day possible, advancing a little, driving, and advancing more until you feel knock/detonation or pinging when you first get on the gas. Then back off some.