I'm with Kabob on this one, a set of coilovers is really the way to go. i've tried a lot of suspension combos, and found that nothing replaces a good set of coilovers. On a side note, the reason why you're VW handled so well on Billsteins, is becuase the stock struts are terrible, and really need the improvement, where the ITR is a race inspired suspension that is actually functional to it's purpose.

Any way, to answer your question, I run a set of Ohlins race coilovers, which as much as I love them, I would not recomend them as a starter set of coilovers, they're a real investment at 3800 bucks, and unless you really track your car a lot, it's really not worth the cash, you'd be far better off with a less expensive set like H&R, Bilstein, Tien, Zeal, etc..

There are a number of great coilovers on the market, if you need some suggestions, by all means, there are a number of guys who have pretty much tried everything at some point in time or another, feel free to ask, at the very least, I'll give you my honest opinion.

Later,
Aj