Stick with the 02J mate, they are stronger, smoother boxes than the 02A anyway but you will need a mk3 16v rear gearbox mount bracket and a mk3 TDi front engine mount bracket for it to sit straight in the mk3 shell. Keep the standard flywheel and just buy a new clutch (Sachs or Luk)
Unless you are planning on getting top performance or big BHP out of the car, then save your money and just stick with the existing flywheel.
Stick with the 02J and you will need these parts from a mk3 16v -
Brake fluid reservoir if yours hasn't got a small, capped stem coming from the lower right of it
Pipe to slave cylinder
Slave cylinder (Goes through the bulkhead and attatches to the clutch pedal)
Pipe from Slave to Master cylinder
And these parts from a mk4 GTi T
Master cylinder for gearbox
If you use a mk3 16v cable change mech then thats a direct fit, if you use a mk4 one then a little bit of jiggery pokery is needed to make it fit the mk3