The aftermarket headlights are typically very poor. Stick with Hella/Valeo/Bosch, the OEM suppliers. New ones are not cheap, and you may be better off just replacing the lenses or wiring in the original units, which can be refurbished (unless the housing or reflectors are damaged). LEDs in older housings not designed for them usually have questionable direction and light output. The longevity of H7 bulbs can be greatly extended by using a euroswitch to avoid running DRLs when not needed, or using auxillary lights as DRLs. The H7s from Osram (Germany) tend to be preferred over the Sylvania counterparts. If you need more light overall, GTI headlights (again, Hella / Valeo / Bosch) with integrated "fog" lights help fill in the lower portion of the road. Hella DEs or fog lights in the lower bumper grills also fill in lower and wider areas of the road. Several members have made/installed their own light bars to greatly increase forward lighting, especially useful for remote/dark locations. Lastly, E-codes with H1 highs are greatly preferred by some for extended lighting and the sharp cut-off, but not everyone likes the reflector pattern. OEM Golf HIDs are prohibitively expensive.
Lots and lots of great lighting threads for the MkIV available through a search.
