This topic comes up all too often, so I figured it was about time that these locations got posted. FYI, these locations were photographed on a 99.5 Jetta - the locations may differ slightly on the Golf/GTI and on later model-year cars.
If you have water leaking into your MKIV, make sure to check that the drain tubes for the sunroof tray (all sunroofs leak - the tray catches the water so that doesn't enter the car and tubes carry is safely away).
The sunroof tray has 4 drain holes in it, one in each corner, i.e., front left, front right, rear left and rear right. The two pictures below show the location of the front right drain hole. The holes at the other locations are similar.
NOTE: The rear holes are covered by the roof and are not normally visible.
Each of the four drain holes is connected to a tube that runs through the A- and C-pillars and end at a nipple. It is common for the nipple to stick closed and not drain the water out of the tube. When this occurs, the water backs up into the sunroof tray and overflows into the car. If you notice a wet headliner in proximity to the sunroof opening, then this is most likely the cause. To drain the tubes, squeeze the nipples and some water and other crap may/should flow out. If you think there may be a tube clog, it's a good idea to carefully pour a cup or so of water into the sunroof tray to flush each of the tubes out. I would do this until the water flows out clearly and easily.
NOTE: Some repositioning of the car may be necessary to individually place each of the drain holes at the lowest point of the tray ... that is unless you've figured out a way to beat gravity and make water flow uphill.
The four drain tube nipples are shown in the pics below.
Modified by VgRt6 at 8:25 AM 3-30-2005