Gav is def the person I would talk to for a tune!
I have a 2003 mk4 GTI with a K03s and 3" down pipe, pod filter, 4 bar Fuel Reg and a stage 2 custom code tune. it makes me smile all the way to and from work

the biggest problem with lowering the mk4 is the swaybar will smash the drive shafts or visa versa. my tyres are 2 finger widths below my guards and the swaybar hits all the time on large bumps or even when doing full lock turns in culdesacs/carparks .
this can be fixed with an aftermarket front swaybar. but also look at putting a rear one on as well.

I would recommend the FK coilovers you can get from V-Tech Australia. they are $500 shipped from memory?
but if you can stretch go for some KW V1 coilovers as they are a better quality unit but at $1500 or so. its a big difference in cost.

good luck
they are a GREAT car for the money!