For a Jetta, you can go almost anywhere. The dealer will really rip you. I've tried many times to get a friend in CA to quit the dealer. He always brags about how he just got the brakes done for $700 or something. I did all 4 corners with new rotors and pads for him once and parts were about $225.
It is very easy to do the brakes on a Jetta. The rears require the "special" tool to turn the calipers back in but you can buy one now that attaches to a 3/8 socket for about $5 or so. If you can change a tire, you can do a brake job.
Mike Holbrook
Meridian, Idaho
1992 535im, 17", Euro M5 Throwing Stars 8's & 9's, FK-451 235/45s & 255/40s, M5 Sway Bars 25/20, Conforti chip, Lowes Ram Air, glass sunroof