Quite rightly put from previous post. Some double dins do come with there own cages..but they never always fit correctly as they sit a bit too tall for the aperture provided in the golfs. so you end up havin to get the double din fascia kit anyways.
You can however try and retrofit the cages that come with the double din radios...of course you may still require a double din fasica surround to close up the gap around it perhaps. or sometimes you can get away with that too.