I have 17" wheels with 205/40 tyres on my GTi - it makes for a rough ride! This is with modded suspension as well though.
Previously I had the modded suspension with standard wheels and the ride was firm but comfy - I had the suspension set to it's 'firm' setting. Once I changed wheels the change was MUCH HARDER!!! I've set the suspension to be softer but you can still feel each detail in the road. In some ways I wish I'd have been a bit conservative and gone for 16" wheels instead for somfort's sake, but the 17-inchers look the biz!
Not saying you should or shouldn't have 17"s, but something to think about, especially for rough roads.