FM transmitters sound like arse.
Hate to say it, but I totally understand where S14 is coming from - OEM HU's look good, and aftermarket ones always look gash.
However, while it might be an expensive car to you, it's not withcraft - a professional audio shop will have MORE experience doing stuff like this than the VW dealership. Although personally - DIY every time. You'll learn more, know it hasn't been bodged, take proper respect of your car, and save a wedge of cash. Most cars trim isn't impossible to disassemble...
Personally, i'd get some a Connects2 kit and DIY fit it - but on the other hand trying to work around an OEM HU is a bitch, and isn't really worth it unless it does something special (i.e. Nav, iDrive etc) - I've just bought a HU that does proper iPod support (all playlists, search by artist, control from the HU / wheel controls), better sound quality than anything OEM, and it cost me £50 second hand...