Quite a few owners on here have given good reports on the following tyres:-
Vredestein Ultrac Sessanta's
Goodyear Eagle F1 assymetrics
Continental sport contact 3's
The list is in order of price (cheapest 1st)
I have Conti 3's on mine at the moment, but will be trying Goodyears next as the Conti's seem to wear quite fast (for me anyway!). I'm on 13k and half way down my second set 
The Contis do wear quite fast... I had some on my 06 GTI and had to get the front and rears swapped after only 10k miles. Plus they were very good initialy but I started get wheel spin at 8k miles when they started to go. The Michelin Pilot Sports that I have at the moment are superb. For some reason I went and bid on a set of Kumos on ebay because they were cheap at £230. I realised what I'd done shortly after

. Suffice to say, they'ill be up for sale again as I cannot put them on the car - for the price they are a very good tyre, but I'd rather spend extra and get the Michelins again or maybe go for the Goodyear Eagle F1s.