I never have considered VW parts expensive, but I guess if you live in a small town where the dealer is your only parts option, then I suppose they're expensive. Here in Tampa we have a shop called Total Performance that can get anything VW, even OEM parts, for dirt cheap.
My cars:
1974 VW Westfalia Campmobile. 1.8. Needs new carbs. Very worn out, but still runs (for sale?).
1982 Rabbit. Mods: 1.8 w/ hydro head out of a Cabriolet, Neuspeed hydro cam, Audi throttle body in ported intake (Dremel special), Eurorace Tri-Y header, 16V 210MM clutch pack, 5 speed GTi tranny (close ratio), vented rotors off of a GTi, rear discs off of a 16V, Bilsteins w/ HoR springs, Neuspeed bars (upper and lower), Autotech strut bearings, Techtonics motor mounts, Techtonics 2" Stainless exhaust w/ Dynomax muffler, Borbet 15" and Sumitomo 50 series tires.
The thing is nice but still doesn't move like I'd like, so I've got a 2.0 crossflow head/intake and the exhaust and turbo off of a Jetta TDi in the garage. Going to bolt it on, but need to figure out how to modify the ignition and injection on the car to make turbo charging this thing work.
http://www.badhabitrabbit.com