Regarding the use of HID lights and fog lights:

The HID lights are so good that fog lights are pretty much rendered redundant. You'll barely be able to tell the fogs are on. VW often deletes foglights on cars that come equipped with factory HIDs. The Golf 4 is one example. I bought a set of factory HIDs for my R32 and the foglights that are included in the headlight cluster on the non-HID car are replaced with an extra set of turn signal lights. The single signals would barely show up next to the HIDs otherwise.
http://forum.vwsport.com/pics/data/500/headlight2.JPG

The Golf 5 is the same way. If you look at the picture of this R32, you'll notice low and high beam lenses, but no fogs. None on the Ferrari, either.
http://vorsicht.org.hk/photos/data/500/medium/DSC00130i.jpg

Mark C, what is the website you are looking at with the Cibie HIDs? A Euro site? I bought a set of round E-codes for my Vanagon from Aardvark International, which I thought was the only US vendor at the moment. 
http://www.cibieusa.com/cibie_main_frameset.htm

-Alex