Adirondack - Need a hard to find OEM part or don't want to have to shell out so much money for such a little item? Come here and you can find a number of new and used German auto parts (OEM and otherwise).
Autobahn International Motorsports - A nice site with many different areas to explore. While many things are for the newer VW's, there are hidden treasures to be found for older cars.
Disaster Area Studios - While not an actual company, this is the best place to go if you are wanting after-market gauge faces. The creator will custom make gauge faces to your specifications for an incredible price. Having received these for Christmas, I can honestly say it is one of the most dramatic ways to liven up your car without having to spend your cars trade-in value.
Parts Express - While not specifically geared towards automotive supplies, they have an incredibly large amount of electronics and other various items that could lead to great things for you and your ride.
Rocky Mountain Motorworks - An excellent place to find those incredibly hard-to-find parts that are a necessity to your car. Their catalog is chock-full of most any and every part for your Volkswagen and all at most reasonable prices.
Techtonics Tuning - Another place that's nice to look at and dream. I've heard many good things about Techtonics, though I cannot attest. A great way to spruce up your VW without having to limit yourself to one company.
Virtual World Parts and Accessories - Parts for pretty much any and every water-cooled VW built. Everything from us lowly A1's to the new A3's. As I've bought from them before, I was very pleased with the service and speed as which I receive my purchase. Unlike the others, this is a whole-hearted recommendation.