I'd get coilovers or a cup kit (springs + dampers) before anything else.
My Polo was roly poly and understeered when stock but still had loads of grip. With a cup kit it is much more responsive and I don't feel there is any need for a rear anti-roll bar - I use semi-slicks on the track to regain any grip loss (and add more).

The loss of grip won't be huge but I'm just pointing it out since a lot of people think stiffening = better performance all around