ive had the same problem with my 16v GTi for the last couple of months, i bought the car knowing it had a running fault. the previous owner put on new plugs, leads, dizzy, rotor arm, coil, battery which didnt cure the problem and so far i have cleaned the throttle body, changed the crankshaft sensor, changed relay 167 and 30 and today im going to renew vacuum hosing for the ecu or something!!
good luck with youre car, hope its not a complete c**t to fix like mine is
