The standard Manifold on the GTI is actually very good which is why aftermarket manifolds dont tend to give very big gains.
In terms of "off the shelf" parts you are pretty limited with the GTI as you are probably already aware, the only after market exhaust manifold still being made for the GTI (that i'm aware of) is the Raceland 4-2-1 which is around the £240 mark.
You can buy them new from here
http://www.edgeperformance.co.uk/view.asp?ID=2303
This does need slightly modifying for a correct fitment as it fits several different models of Polo including the 1.4 8V, 16V and 1.6 GTI.
Its been known to give gains of between 2-3 bhp on its own and with a de-cat you could maybe get up to 7-8.
As far as the prep work goes the two items I have labelled in the picture are not necessary for the GTI so have to be removed, they are only used for the 1.4 16V Polo's so need to be removed. The holes where it bolts to the block also have to be re-bored by a couple of mm because they are slightly too small.
The Manifold doesn’t come with a gasket either so you will need to buy one of them from Volkswagen or GFS, TPS etc, the original GTI gasket fits fine.
Here's what mine looked like after it was fully prepared....and later sold lol
The Stainless small pipe you can see in the pics comes with the manifold and it needs to be welded to the CAT, either that or get a custom de-cat pipe fabricated.
Have a look at the Kam Racing manifold that they produced for the Lupo GTI, unfortunately its not available for the Polo due to fitment issues and demand but if you could get something similar custom made for the Polo then you might be on to a winner.
I think the 4-1 is a better design and tends to give better figures than a 4-2-1
http://www.kamracing.co.uk/volkswagen/v ... -pipe.html
Hope this helps mate
Ben,