The weakest part of the VW/Audi standard engines are the rods.
Most people will however upgrade more than just the rods mainly because to get to the rods you have to completely disassemble the engine anyway, so may as well remachine the block/head, new pistons, etc.
That said, an F4 is not going to be blowing up any 1.8T's any time soon; obviously the larger options as per what Njay has chosen and GT's, etc. will provide enough headroom to cause damage and thus it is recommended to upgrade the internals in these cases.
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