In the process of tackling this now. Removal was easy: just drive your car too far forward over a curb, then reverse and listen to the sound of cracking plastic...
My wife's car is a 2003 GLX turbo, if that makes any difference. Part numbers for reference, since I haven't seen them listed in this thread so far:
grill surround -
Part I was given was wrong. Will correct info when I get correct part.
black mesh grill - 1C0 807 681 C 01C
fog light assembly, left - 1C0 941 699 B
fog light assembly, right - 1C0 941 700 B
My local dealer was able to beat 1stvwparts' price for the grill surround and the mesh grill. I didn't need the center trim bar, so I don't have that part number.
I also didn't
NEED the fog light assemblies, but after 8 years on the road the lenses are badly pitted and I figured I might as well replace them at the same time. Be advised, replacing the fog light assemblies more than doubles the cost of this project. As of today (3/22/2010), 1stvwparts gets $92.62 each for the fog light assemblies.
I don't think cars that came without fog lights are pre-wired. In my 25+ years of experience with VWs, they rarely put in the wiring for options not found on the car. But I could be wrong.
I still have to get the surround painted and I haven't ordered the fog lights yet, so this will take some more time to complete.