I'll be brief so as not to detract from the focus of this (already lengthy) thread.
If you do a Mk8 heated steering wheel, the heat button (or Haptic Touch area that needs to be enabled via VCDS/OBDEleven/etc.) works independently whether you have climatic or climatronic. If you do a mk7 wheel, you can get it to function via infotainment (as illustrated in my last pic). This touch "button" shows up in the climate menu if you have climatronic. You can't access this menu with climatic, but it doesn't matter because the it actually shows up in the information menu when you hit "car" or "menu" (I forget which) in this case. Long story short: heated SW functionality is independent of whether the car is equipped with climatronic.
As for parts, a proper clock spring and steering wheel are really all you need, but I added an aliexpress harness (as an alternative to the pricey kufatec one) for simplicity. If the Kufatec were the only pre-wired option on the market, I would have probably just built one myself; it's fairly simple, and all of the required pin information is located in the forum threads. This is entirely optional, because you could just re-pin the existing harness.
Oh and yes, I suppose a fuse tap was a fourth part I needed, but I had one on hand. I agree with the point that it must be a bear to properly wire up a new slot in the fuse tray. On the other hand, I also understand that it gets a bit crowded and "busy"-looking, though neat freaks like
@Cuzoe will forgive my messy wiring by noting my labeling of USB hub and heated steering wheel so that I may earn back a few OCD points
I used SC19 (Access/Start System), which was empty in my car. This is a few slots over from SC16 (USB ports, phone), which I used for the USB hub.
As for the airbag question, speaking from the mk7 wheel perspective: interchangeability is mostly a question of trim (as the airbag modules themselves I believe are the same) - "superman" shaped versus cylindrical shaped trim. The GTI uses the latter, my sportwagen (and many other models) uses the former. The multifunction buttons are also different based on the shape of the airbag trim. I forget what this means for the Mk8 wheel. Lots of info in the thread about this.
To the question about travel assist: I had to swap out the buttons because my new SW had ACC and my wagon is not equipped with it so regular cruise control would malfunction. IMO, swapping out the buttons is the hardest part of this job because getting the trim off without breaking anything is next to impossible.
I suppose I should pop over to the heated SW thread and add my experiences, though I don't have much more to contribute; all of the info is basically there.