I just had the suitcase muffler cut out and a pipe welded in on my old vr6, cost me like $70 and it sounded amazing. Doesn't do anything for performance but if you're just after a nice sound on the cheap I'd definitely recommend it.
Heres a before and after of mine:
When I get my vr6 swapped into the 2 door I'll be running a full 2.5inch set up, probably with magnaflow mufflers, such as this one TT Exhaust cat back '95-early'99 Golf Mk3 VR6 Full 2.5 w/Stainless Magnaflow Muffler [253 440TM] - $390.00 : Techtonics Tuning, VW and Audi Performance Tuning and Repair Parts
There are heaps of options out there, any exhaust shop should be able to make you up something nice though but can be a bit hit or miss.
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