Generally I dont think 2nd hand parts are expensive for a mk2.
There are plenty of silly prices out there (im thinking gear knobs and badges on ebay), and there must be eager chaps out there buying these things as they want a very show'y car, and want to spend their disposable cash on it.
However, for the more discerning Golf enthusiast, who wants to run a car on a tighter budget, I think the stuff you need to keep a smart car can be found at sensible money.
As such I see two strains of mk2 owner, generalised into something like:
No1. the more affluent show car entusiast (potentially more affluent, or at least willing to sink a greater percentage of their income into the car).
No2. VW/Golf enthusiast looking to economically run an ageing performance hatch.
I think the regularly required new parts you can buy, shocks,wishbones,brakes etc. encourage the No2 owners with their sensible prices. These parts needed to extend the service life of a Golf seem well priced to me. Following from this are the second hand scrappy/breakers, tuned into the same price band, offering no longer available body and interior parts at sensible prices.
On the flip side, the No1 owners promote the sale of the £150 gear knob, and the £250 neuspeed roll bar etc. However this is not without benefits to the No2 owner, who instead of spending £2000 having a 1.8t conversion, can buy the unwanted 1.8l block for £50 when the original wears out.