The GLI is a trim level... Some years of it are 1.8T's, others are 24v VR6's.
For power, here's what the engines make stock:
12v VR6 -> ~175hp
1.8T(after 2001.5) -> 180hp
24v VR6 -> 200hp.
I think the earliest year for the 24V VR6's is 2003, but it *might* be 2004.
Since the 1.8T is turbo, it requires premium fuel, but I think the 24V VR's do as well. If you have the ecu chipped you might gain a couple hp on the VR6's, but you'll see substantial gains on the 1.8T(running more boost adds LOTS more power).
If you're going to leave it stock and don't mind lower gas mileage, get a 24V VR6. If you plan to chip it(its easy on VW's, its simply a reflash through the OBD port) then get a 1.8T.
The later GLI's are fantastic looking cars 100% stock, that would be my suggestion, but might be out of your budget?
This is a 2005 GLI, 100% stock:
To elaborate on what Adam said..
MKI = 1976 - 1984(I think they started in 76, could be wrong)
MKII = 1985 - 1992
MKIII = 1993 - 1999.5
MKIV = 1999.5 - 2005.
MKV = 2006 - 2009 probably.