For a time, I too owned a 1986 Jetta GLi.

One good thing to remember: you have two fuel pumps. There's the main one, of course, but also a smaller "helper" pump that is accessible via a trunk hatch.

I'd been having problems with seemingly random stalling and hesitation; after replacing a number of suspect parts and bits of wiring, I took the matter into my own hands and ordered the $60 pump from a VW catalog. This was after asking the advice of a couple different shops and getting responses such as "not likely" and "two fuel pumps?" Of course, the problem was resolved immediately upon installation.

Which leads to my second point: find a good source of advice--another owner-DIY A2er, a knowledgeable, specialized shop. Their reputation as somewhat fickle, other-than-common-sense autos is largely deserved.