Just had a look for superchargers through google, found a supercharger kit for Mk3 golf GTI 8V from neuspeed:
http://www.neuspeed.com/products/product_details.asp?app=26|G3&type=11<ype=ns_euro&p_id=625
American company, kit is 2500 dollars (approx £1200). Only english dealer is Awesome GTI in Manchester and I know they dont carry it as stock item so would have to order it for you.
Also, apparently dont fit easy to RHD cars plus from what I just read they get **** reviews.
Opinion, seems to be you would have to change compression ratio and check bottom end would handle the power your putting into it.
Gains would get car to 190BHP max and cost about 2K. Doesnt seem worth it for the car really.
If you want to spend that much, could put a new engine in or sell your 8V and buy a VR6 or 20VT.
General concensus for 8V is exhaust, induction, chip.