Smaller skinnier winter tyres would be better in the snow and ice than 18" low profile winter tyres. So the choice is really up to you whether you can stomach the look of the car over the winter months like that!! Hence why the OP of this thread went for 16". They are also a lot cheaper for tyres. A decent set should look all right.
http://www.wheelfitment.eu/car/Volkswagen/Golf%206%20%282008%20-%202012%29/ has a list of equivalent wheels that will fit the golf
From experience of running winter tyres on my last 3 cars...the size of wheels and width of wheel have less of an impact than people assume.
Once you make the swap to winter tyres, the difference between standard width winter tyres and narrower winter tyres is so small that it probably isn't a real factor.
I run 225/40/18 winters (Vredestein Wintrac Xtreme/Michelin Pilot Alpin) and notice absolutely no adverse effects compared to my fathers Golf running 16" Avon Ice Touring winter tyres in 205/50/16 (I think that's the VW suggested winter tyre size).
I can see the theoretical advantage of narrower tyres on snow/slush...but the reality is, I've noticed absolutely no difference. The winter tyre compound is what makes the difference - not the width.
It's not as if you are driving like a rally driver on a winter rally stage, is it?

Looks are subjective...but to my mind, a 18" winter wheel/tyre will always look better than a 16" winter narrow wheel & tyre...and if the performance is not significantly affected...why not run a 17" or 18"?
At the end of the day...it's the tyres that make the difference, so whether it's on 16", 17" or 18" doesn't matter...as long as you have them fitted!