On my Mk2 I use a Mk1 filter and one of these clear Mercedes prefilters:
http://www.autohausaz.com/search/imageexpand.aspx?imageurl=../secure/PartImages/0014776601.jpgIt seems to catch a fair amount of junk and a few drops of water , keeping the main filter from working too hard. I usually take the prefilter off every 2 weeks drain it and the main filter . Then I spray some degreaser in the prefilter , rinse and let it airdry and swap it with one I have had drying for 2 weeks....
I really think I have some abnormal issue with getting crud and water in my filters, but at least this keeps me on the road.