This article is from the VW Technical FAQ, by with numerous contributions by Jan Vandenbrande others.
A: Many of the performance shops recommend you change them every 30-50k miles.
I am not convinced whether this is really needed.
The general rule of thumb is that the wire's resistance should be
around 12kOhms per foot, and not more than 50kOhms/foot.
Check also for the specific values in the car's manual.
[From Jens]:
For your VW, best choice is to get the most conventional wires, spark
plug wires with no resistance (just copper as conductor). Use spark
plug connectors with built-in 10kOhm resistor for radio protection.
Experience shows that changing the wires is not necessary before 8
to 10 years, but you should take a look at the spark plug connectors
every 7500km (~5000 miles). They tend to become corrosive and I have
had cases of shortening high voltage to ground, too.
 
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