Totally depends what type of car you have ... for example, I believe mk3 Vr6 models had stiffer springs than the stock 2.0 models.
I met a kid at my Uni who swapped newer springs from a Saab 9000 into his older 9000 model.
Your best bet would be aftermarket though, you can get a good cup kit setup (stiffer/lower shocks + springs) for $400-600
If I ever have $ I'd love to do that for my own Golf.