GO see if it has one already fitted. I was once told by a VW garage that all premium models came with them fitted but many owners didn't activate them.
Failing that, a full fat Cobra one is the most recognised and insurance friendly one out there I believe. Check out
www.caraudiosecurity.com for loads of info and if you're near West London, get them to do it as I've heard many good things about their work.
Probably going to get a tracker myself, for peace of mind.
