Seriously, there are so many different reasons as to why it may be happening, but you're all talking about different situations and applying the same diagnosis.
Some people are having problems when initially started, and others are having problems when driving (and maybe idle too).
please somebody correct me if i'm speaking ********, but this is how i understand it:
The engine has many maps, but they can be easily split into 2 types: idle and run maps. For the idle map, some different sensors/switches come into play to those used in the run map. Those used in idle are lambda's, camshaft sensor, coolant temperature sensor, n75
Those used in a run map are lambda's, camshaft, knock, MAF, coolant, throttle position, clutch switch, DV, n75, intake temperature, etc etc.
I'm out of my league try to explain and list all of the sensors and switches, but the point is that the idle map is a more simple one that has less to go wrong - but can still be affected by a good-old air-leak.
To be honest and fair to everbody though, everything people have suggested in this thread COULD be the root cause of poor running problems, which is why the first thing people say is "what does vag-com say". Without vag-com, you just have to resort back to the old method of replacing the cheapest and most likely bits first - which are the coilpacks.