I've got an ebay vagcom lead that cost about a tenner and it works perfectly fine. Never had any issues with it at all.
The free software lets you check the basics, but to do everything you need to either find a full copy from somewhere, or buy a licence from rosstech.
The cheapest combo would be to buy the ebay lead for £10, make sure it works properly with your car, then buy a licence from rosstech for $100. The lead and software together from rosstech is about $200-250 or so, so you are saving a bit.