I just went through the same ordeal this past June. The AAZ Jettas seem to have been blessed with the 9.4" solid rotor with non-floating calipers, similar to the almost the entire mk2 lineup (except some models with vented 9.4").
Basically, in order to run vented rotors you need the upright/knuckle, caliper carriers and calipers from a mk3 2.0 (K2/GT/Wolfsburg) as well as the obvious rotors and pads. Bearings and hubs are identical throughout the mk2 and mk3s (and I recommend installing new ones) as long as it's the 4x100 pattern.
I think the whole conversion cost me over $500 (with LOTS of new parts, mind you), but the added braking force is well worth the price of admission.