I've had 2 different mk4 vws. I have ran an Atoto brand unit in both of them. They're cheaper and from Amazon but they worked really well and both went with the new owner when I sold.
The mk4 uses a pressure fit in order to install the headunit so it may feel like you're breaking the car when you're pushing it in but just be careful and go slow
Ill link the stuff I used below
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Parts I used
Antenna adaptor - not required but needed for am/fm functions
Harness adaptor for new radio to stock radio leads
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Some headunits you might be interested in
My Mk4 came with the separate single height radio/tape and 6 CD changer components. The connector is the "ISO" style, with two 8 pin connectors (one for four speakers, one for power). I have heard one of the connector styles referred to as a "quadlock" but I'm not sure if that's the one the Monsoon uses, or just newer/other models.
I took the connector that came in the box with my replacement stereo and just spent a few minutes soldering/heatshrinking the wires to make a harness, as I couldn't find one for sale that matched my Sony stereo exactly.
From memory only 3 wires in the power block are necessary - ground, and the permanent and switched 12V. I read something about some trickery with replacing the Monsoon units and requiring extra equipment to turn on/off with the ignition properly, but mine seems to behave as normal (stays on until you remove the key).
You might also need an antenna amplifier, your replacement stereo should have a power out (often used to raise a mechanical radio antenna) that will work for that. Just make sure you pick carefully, because there are a couple of styles of antenna connector too. I think I ended up with this one.
I also used this trim adapter to fit the standard 2-DIN stereo in the VW's dash.
I can pull my stereo out tomorrow and take some pictures if that would help.