Hi Scott,
You don't need either to install the other, the GSF kit contains a lot of bits that wear down over time, but it doesn't contain the relay shaft ball - if you want one of those you have to buy the whole relay shaft assembly off VW (expensive), so I started making them as an alternative. So basically you can install one or the other if you want, but I strongly reccommend both!
A weighted shift rod is a different story, they only change the "weight" of the gear change, and do nothing for taking any sloppiness away. It's basically a matter of preference rather than an improvement, most people seem to prefer a heavier gearchange, personally I don't - I'd spend the money on making up a short shifter.