I always hear everybody say how much better there stereos sound when they replace it with an aftermarket one,

In the early VW double DIN days that was a certainty - there was a phase 'issue' that would have been corrected during the change. Beyond that I'm not convinced. Do you really think that VW make headunits? They're Clarion IIRC. It's hard to get objective opinions - spending upwards of $200 tends to jade peoples' judgements.