there are multiple sites.
deutscheautoparts
1stvwparts
there are a few others but i can't remember those off the top of my head. if you can, try working with a friendly dealership and create a good relationship with them and see if they will price match it for you. however, if you do that, you would need to pay sales tax. another benefit with going through a dealership is that if they order the parts for you, the parts are ready for pickup the next day.