Mike, I'm not a VW aficionado so I won't claim to know what size is best for you, but some things to know:
many tire manufacturers don't make a 14" "DOT R" tire. those that do often have less available supply. You can get Hankook, Hoosier, Kumho, Nitto, and Toyo in 14". the kooks in particular are REALLY hard to get your hands on.
changing up to 15" opens the doors to a few other brands, like BF Goodrich and Goodyear, and better availability of most other brands. also worth noting: there's a reduced cost Hoosier 205/50R15 "SM6" at $166 vs. $234 for the "normal" R6 though they are the same tire. 205/55R14 and 205/50R15 are effectively the same diameter, as are 225/50R14 and 225/45R15, so "moving up" from 14" does not effect your gearing when staying with the same width tire. it will also not affect your ride height, roll center, etc.. and IT rules mean you can run your air dam/splitter whatever 1/2" lower with 15" vs 14" wheels. 15s do tend to be a little bit heavier than 14s, and have a little more rotating inertia, so there is a very small hp drag and reduction in braking capability, but I do mean VERY small with otherwise equal wheels.
15x6" aftermarket wheels for that will fit your car (or many others in ITB/C) are not readily available, though some OEM fitments are pretty good depending on your needs. We have a good, affordable 15x6 wheel in the works, stay tuned for more info.