Go to www.ebaymotors.com and type "mk3 jetta golf fog lights" in the search bar.
Dig around on the classifieds or go to a pick and pull. You need the lights, front-end light harness, the headlight switch, and the #110 relay from just above the fuse panel. Takes less than an hour to install it all.
I got all of that at my local pick and pull for less than $30.
We need a series like this state-side. I'm in if there is one, or will be one. VW Cup 2013, anyone?