Boy, this is a huge can of worms.
There are numerous threads and then there is
http://www.bobistheoilguy.com
You can read until you're exhausted.
Even though many here insist on more frequent intervals than VW's recommended 10k changes there is no evidence to support that...particularly if you are not tuned.
There are a lot of good oils...just make sure they meet the VW 502 standard.
At BITOG Mobil 1 0W-40 is believed to be as good as (or the best of) any oil out there and it is readily available and reasonably priced. Castol 0W-40 is also very good.
There are a lot of boutique oils like Motul and Royal Purple that people on these forums like but at BITOG they are scoffed at.
Bottom line (based on evidence, not hearsay):
Untuned GTI: use Mobil 1 0W-40(or Castrol 0W-40) every 10,000 miles and you will be fine.