I ran H&R Sports with Koni Sports on my Jetta. It was a great combination. It was a bit on the stiff side with the 18" wheels.
The Koni Sport rear shocks fit, but need an adapter bushing for the bottom bolt. I think I posted the adapter dimensions on this forum somewhere.
I still have the adapters in my garage somewhere... I think...
Also, for AX, change out the front control arm bushing, rear position. 034 Motorsports I think makes a really nice solid rubber bushing now. I think they market them for a MK7 GTI or Audi A3 but it's the same bushing. Also Audi RS3 bushings will work.