An LCR steering wheel is the easiest and best upgrade.
Any Mk4 platform seats will fit, be it leather Recaros like mine, R32 seats, sport A3 half leather seats, or LCR. Stick with a Mk4 platform and they will still feel almost OEM.
The TT wheels will look great if you go low enough, and they are very light. Rota's work very well with Leons, as do BBS CH's which is a little bit the same but still look great.