I've never owned a VW myself, but my father and friends have gone with APR (www dot apr dot com). They do a great job. You can either send your stock ECU to them for programming or they can get a new box for you and you can put that in your car. That costs more $$$, but you can easily replace the stock ECU for warranty work.
On my Passat board people have a lot of good things to say about WETT chips for the Passat 1.8T. I suppose they do Jetta also. Here's the email for the operation in North America - [email protected] - It's around $300 and shipping. I'm planning to get a V6 chip this summer since I just got an exhaust system.