For now, I'm thinking lowered on springs and shocks (eibach/bilstein) on Rota GT3 wheels.
After further thought I reckon that if you're modifying something already so clean then the OEM+ approach would probably be best. Get on ebay and look for original upgrades and the like, just small things to improve the car without going overboard.
And on the subject of wheels, if you extended OEM+ to include "rest of VAG" then a set of old Audi A3 alloys would work quite well, I reckon:
They almost have the look of Mk2 steelies, but they're a bit bigger and a bit more sophisticated. They'd contrast your unpainted bumpers quite nicely, I reckon.
Interior is tricky because yours is in such nice condition. And it has an airbag, which frankly I'd want to keep, so there's no suitable steering wheel swap like there might be with a non-bagged wheel.
I know the temptation to modify your first car is really, really strong, but as Clark says the sensible option may be to save your dosh a little, not faff around with a perfectly good car, and spend it on something else at a later date. If you really do like all the options available to you with the Mk3 Golf, GTIs will still be plentiful in a few years time and you could save a little more and really splash out on a VR6.