Welcome to the forums Mrk_Mickey! Some places I can point you to in Australia that sells aftermarket bits for our Mk3s include Carshine (in Melbourne), Carmate (Villawood) and Parramatta Prestige. Some international places you should look at are GermanCarPerformance (you can talk to Mike who's on the forum) and TMTuning. A few members have dealt with TMTuning including myself, and they're pretty good.
As with headlights, it's best to stick with a known brand that are known in VW tuning circles, as many aftermarket headlights for our cars are generally of poor quality (bad lense fitment, housings prone to melting, poor light quality etc). Some more popular headlights have been made by Hella, In.pro and FK. Of course, you'll be paying lots of $$$ for them, but they're generally worth it and you can some times grab yourself a bargain at certain places.
Also, when you go buy your headlights, some can be set to left or right hand lane driving. It's best to ask of course!
Good luck!
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