I'll be blunt. I haggled. I won.
I went to 12 dealers before buying mine in So. Cali. I don't think this is the case with other States but California does not have that many MkV GTI's for sale. -_-;;
I wanted package 0 gray, all 12 said sorry no gray. I kept getting responses that there was either 0 or 1 gray in the whole state, and they would have to bring one in out of state. I held out for a gray... and a dealer approached me saying that they just recieved a Reflex Silver package 1, but can give it to me for a package 0 price since they couldn't find the color I wanted. BRING IT ON, I bought the car that day. The car still had blue sponge bumpers and stickers on it... fresh out of the box. I was the first one to take a test drive on it... and lets just say I couldn't let go of the handle.
Point is, if there is a reason for you to not buy a car you want, it better be good because in the end you can make the dealership adjust to that reason and make you satisfied. If you really don't have that good of a reason and just playing hardball (i.e if you think the car is too pricey even though no where else will give it to you for cheaper), then start searching for another car that is more affordable in general.
On a side note.... I did see some Mk5s on eBay... might want to check em out. Good Luck!