I guess it depends what your budget is. One expensive option would be to find OEM seat covers, usually via eBay. There are a few European parts resellers on eBay that still have some stock depending on which seats you have. There are so many variations. A lot of the covers are no longer available in the US, but you could still try a dealer or a domestic parts reseller like ECS. Looking at ECS's site just now, though, and they only have a few options available.
Whole replacement seats is also a good option. You'd save compared to new covers and you'd also save with less effort. You might find them at junkyards, but there are also some companies that strip down GLI's and R32's and resell their interiors. One place near Maryland is One Love Auto in Pennsylvania.
There's also a place in New York called Korwerks that imports Euro interiors, including cloth seats. I just bought a rear seat section from them with the rear armrest so that I and redo it in leather. It was one of the few mods remaining to do with my car.
There's also the idea to convert to leather. There are a few companies like Roadwire that sell entire kits (labor included) to convert your entire interior to leather. That can cost $1,200 or more. I don't know of any similar service that sells cloth interiors.