My straight piped Turbo Diesel golf and it sounds like a tractor. I'm not sure if it's the best idea, but it was cheap and I wanted to see if I could do it. I could definitely hear the turbo spooling up and it's a lot louder than it was before. I recommend you try it too. Just use proper safety precautions and make sure you're not doing anything illegal.
Golf Mods:
Straight Pipe Exhaust
EGR Delete
Stage 1.5 tune