Previously I owned a '03 VW GTI 1.8T that I tracked twice and autox'd about six times, all in stock trim. I eventually upgraded the rear sway bar and threw on a set of Eibach coilovers. Unfortunately I only had that set-up for a few months and never made it to a track or autox before parting out the car and buying a Full-size SUV.
I understand the seat of the pants feeling as I had the sway bar for about a month before throwing on the coilovers.
If you are serious about tracking the car I would suggest a couple things; #1, hit up the local autox events. You don't get the high speed fun of a road course, but you'll really learn the capabilites of the car and yourself. #2, invest in some wheels and tires specifically for racing. I driven both with and without race tires, and they make a world of difference. You'll still have body roll, but the car will stick so much better and be more responsive.
Unfortuantely you've already thrown on the rear sway bar, so you'd be out of the stock classes for most sanctioning bodies. Meaning if you were to autox or do time trials, you'd be matched up against extensiively modded cars. I'm sure you'd still have a blast, but don't expect to have competitve times.
As far as upgrading the front sway bar, most vendors develop sway bars as sets and are ment to be used together. By stiffening the front you may lose some of the ability to easily rotate the car in low speed corners, but gain stability in higher speed turns. When I first started autox'ing the GTI, I tossed around the idea of ditching the stock front sway bar to change the balance of the car.
Thanks for the response and have fun at the track!