I'm not too aware of any books on the specific topic per se. I'm sure there's some general ones about engines, turbos, suspensions etc.
I think a good start would be just reading this forum and others like it, for an extended period of time (a year or more), going to some VW specific shows in your area, getting to know some people in the scene and asking good questions. For example, you can read all you want about how bada$$ a particular suspension is, but until you at least ride in a car with it installed, you'll never find out just what "stiff" "harsh" and "unforgiving" really mean.
There are some incredibly well written, thought out posts/threads on this forum alone just search the particular topic, you will stumble on them eventually. For instance, search user name TechEd and you will find out more than you ever thought possible about suspension stuff for the GolfR. Also Tyrol Mike's "enthusiast thread" is a decent attempt at distilling a lot of the tuning info into semi-scientific tests...so those two may be decent places to start.
There are some relatively decent magazine out there (Performance VW, Eurotuner, European Car) that run some form of "how to" features from time to time.
In any case, take your time, ask a lot of ?s, don't rush into cheap mods, and enjoy the car.