I'm not sure I'd bother using the single-din oem VW units. I always hear everybody say how much better there stereos sound when they replace it with an aftermarket one, even one's that aren't too expensive. I personally don't mind much, since that's what I do... and considering you have the Monsoon amp, it would probably be a little better. But aside from the colour matching, I'd think it's still better off to go with an aftermarket one... which would probably give you a CD player (if you care for that).
Or for the same money as some other head unit, you could probably get a new amp and just get rid of the Monsoon while you're at it... if you could figure out what to do about the speakers, like you said. Strange though, I haven't heard of anybody else complaining about that.
Have fun with the R32!