Do you plan on installing the bar yourself, or getting a shop to do it?
First thing I will note, the shine bar is designed for stiff suspension setups. (like the ones they sell) There are a number of VW guys who have run the shine bar on a regular setup and have had it crack. I'm not sure if shine has corrected this issue or not. If you plan to run a more normal suspension setup, you can always look at the O-bar. It's very similar to shine's bar, but is solid instead of hollow.
I installed one of these bars on my MKIII, and have one on my MKIV. It's nice that they are hidden. They are a major major PITA to install. You have to drill through your axle. If you don't have a hoist, I don't recommend doing this job. I did it without a hoist, and my hands were cramped for the next week. Yes, I used cobalt bits, etc. I think I went through a couple of bits trying to get through the axle.
If I would be installing it myself, I think I would rather go with one of the other style bars which clip onto the axle, and get bolted to where the shocks are. Much easier to install.
If you decided to go with the shine or o-bar, there is some annual maintenance of them. As they come, you have to go under the car every year and check the bolts to make sure they are tight (yes, even with nylon nuts). My MKIV had it on when I bought it, and the thing was squeaking like crazy...drove me nuts until I figured out what the problem was. I fixed the issue completely with a new set of bolts, new nuts, lock washers, blue loc-tite, and I put tefflon washers in there. The tefflon washers remove any chance of getting a squeak.
Chris, I see you are in Stouffville...if you want to try and see what the ride is like, let me know...Aurora isn't that far away.