It would bolt right in, but you'd have to trim/cut the metal ring ends off your OEM hoses and then get some hose clamps to attach the intercooler hoses to the Golf R intercooler (since it has different inlet/outlet ends)
The stock intercooler is inadequate for Socal + stage 1 tune. There is definitely a difference in how the engine feels at the beginning vs end of my commute if I take surface streets.
I heard different stories on people who have had the Golf R/S3 intercooler. I know it won't give me peak gains, but it just allows the engine to manage the added heat better, making for more consistent power, not necessarily more.
Yep, you get what you pay for mostly. Look for used APR, Wagner or Uni, thats what I did. It is not a wear item and as long as the fins aren't all crushed, a used one can save you money and give you best bang for your buck.