I had a Milltek fitted to my previous GTI and will be getting another at some stage for my R32. Got my dad to fit it at his garage (he's been in the tyre & exhaust business for 40+ years) and in his words it was possibly the highest quality exhaust he'd ever seen and was a dream to fit. I have heard some horror stories of fitting them but it does make me wonder about the people fitting them cos mine went on a breeze......
Personally, I think for noise, Milltek have the right balance. Not chav loud, but loud enough so that it makes a difference. IIRC, they also make sure none of their exhausts drone inside the cabin (like a std R32). Oh, and the exhausts take time to "bed in". The cat-back on my GTI took a good 2000 miles or so and got fruitier and fruitier.
Hell, they make systems for Rolls-Royce, so they can't be that crap surely?