I think you could do with a bit of hands-on
help here, a friend who's done a bit of work on cars before and maybe has a few tools.
A diagnostics check would
help, too. Someone local to you with VCDS (what used to be called VAG-com) will be able to find out what fault codes have been registered and stored in the engine control unit, which can
help narrow down what's going wrong. For instance, if you are getting misfires on two cylinders (1 & 3, or 2 & 4) I'd suspect the coil pack - as each coil in the pack feeds two cylinders. If you're only getting one cylinder misfiring then the plug or lead is more likely. A post in the VAG-com section of the forum will find out if there's a forum member close to you who's willing to
help.
The HT leads are easiest to check and involve no expense or tools. These are heavy copper cables with thick rubber insulation, conducting high voltage electricity from the coil to the spark plug. As they age, the insulation can go brittle and start to crack, letting the spark voltage leak to the metal cylinder head through the cracks. One easy check would be to take off the engine cover so you can see the HT leads for their full length, wait till it's dark, then run the engine and look carefully at the leads to see if there's a glow or sparks anywhere along their length. Any leakage of electricity indicates that the HT lead needs replacing.
Be careful not to let anything (hair, tie, bracelet, etc) dangle into the engine bay while looking - the radiator fans can come on without warning, and there are other bits spinning round in there.
With the engine switched off, you can remove each lead to check it for cracks or faults or poor contact at coil or plug. The lead should be flexible, have no cracks, cuts or melted sections and the metal contacts at each end (inside the rubber or plastic hoods) should be bright and make good contact - needing a bit of a pull to get them disconnected. Do each lead one at a time - it matters very much that they connect the correct plug to the correct contact on the coil.
If changing them, do all four, but one at a time so that you have the connections correct. If the leads were connected wrong to start with you'd have had a constant misfire from then on, which does not match your initial description.
To check or change spark plugs you need a plug spanner. If the plugs were changed less than 40,000 miles ago then they are still within their service life. The plugs are down in narrow tunnels between the camshafts. Each plug tunnel should be clean and dry. The plugs should be clean and intact. Any dark marks could indicate leakage of hot gas from the cylinders (rare) or the spark tracking down the outside of the plug (less rare).
Make sure there's nothing loose in the plug tunnel before you take the plug out or it will drop into the cylinder where it will do no good at all.
The plug should take some force to unstick when removing it. If it turns easily, it wasn't tightened up enough.
There are volumes that can be said about judging the condition of a plug. A couple of charts will give you the idea, though.
http://www.cyclepedia.com/spark-plug-troubleshooting/
http://www.mudinmyblood.net/forum/view.php?pg=sprkplgchrt
You're looking for light brown colour and no obvious damage to the bits at the far end.
Putting the plugs back needs some care. Check that the cylinder head where the plug screws down is clean and shows a clear mark where the plug has been sealing all round. Any leakage here should be obvious and needs to be corrected. The plug should be screwed in until it's seated and meeting firm resistance, then tightened "a bit more". Defining " a bit more" is difficult - any good mechanic will use a torque wrench which applies a precise amount of tightening. Failing that, you just need to be sure it's not going to leak. Using a T-bar plug spanner, you should find that a firm twist is all that's needed. Using a socket set with a long bar handle, it is possible to overdo things. The spark plug is steel and the cylinder head aluminium - overtightening can strip the thread in the cylinder head, which is a bigger
problem that what you have now
If changing plugs, change all four unless one is clearly badly damaged - in which case you want to know why it got damaged before going any further.
The coil packs are usually fairly robust and don't fail often. If plugs and leads all check out and look good then the coil pack is suspect - but checking the fault codes is highly recommended at this stage.
Once again, it is important to ensure you get the right plug connected to each corner of the coil pack, or you will have a constant misfire. Copy the arrangement of leads down or take a photo before you disconnect anything.
I would not change all three components at once. The likelyhood of failure is in order plugs - HT leads - coils. Check out one at a time to avoid unnecessary expense.