I use www.oempl.us almost exclusively for my Rabbit. As far as 2.5 engine mods go:
Exhaust
http://techtonicstuning.com/showcategoriesmodel.asp?catid=9&text=Jetta
http://neuspeed.com/products/product_list.asp?app=91|JV&type=5<ype=ns_euro
http://www.awe-tuning.com/pages/sha...mk5gj_25_exhaust.cfm&PPT=Exhaust&IL=rabbitexh
Header
http://evolutiontuning.com/evoheaders25DOHC20V.htm
Intake
http://evolutiontuning.com/evoairintakes25DOHC20V.htm
http://neuspeed.com/products/product_details.asp?app=91|JV&type=11<ype=ns_euro&p_id=1997
http://www.awe-tuning.com/pages/sha...j_25_drivetrain.cfm&PPT=Drivetrain&IL=vf25int
Chip
http://neuspeed.com/products/product_details.asp?app=91|JV&type=11<ype=ns_euro&p_id=2003
http://www.awe-tuning.com/pages/sha...PP=mk5gj_25_chips.cfm&PPT=Chips&IL=mk52.5chip
There are plenty more products you just gotta look for them. Hope this helps
Exhaust
http://techtonicstuning.com/showcategoriesmodel.asp?catid=9&text=Jetta
http://neuspeed.com/products/product_list.asp?app=91|JV&type=5<ype=ns_euro
http://www.awe-tuning.com/pages/sha...mk5gj_25_exhaust.cfm&PPT=Exhaust&IL=rabbitexh
Header
http://evolutiontuning.com/evoheaders25DOHC20V.htm
Intake
http://evolutiontuning.com/evoairintakes25DOHC20V.htm
http://neuspeed.com/products/product_details.asp?app=91|JV&type=11<ype=ns_euro&p_id=1997
http://www.awe-tuning.com/pages/sha...j_25_drivetrain.cfm&PPT=Drivetrain&IL=vf25int
Chip
http://neuspeed.com/products/product_details.asp?app=91|JV&type=11<ype=ns_euro&p_id=2003
http://www.awe-tuning.com/pages/sha...PP=mk5gj_25_chips.cfm&PPT=Chips&IL=mk52.5chip
There are plenty more products you just gotta look for them. Hope this helps