Are there non dealers that will perform mods for a price?
Yes there are. Lots of people have cables, and most of those are happy to help out other owners. A few will insist on a nominal payment for their "trouble", but many don't. My personal policy is, and always has been, that if you're willing to come to where I am, I'm willing to help out for free. That's especially true for quick and easy mods like this DRL thing. If it's a diagnostic issue, and I need to help you spend an afternoon pulling fault codes and measurement logs from the engine computer, I might say that the next beer is on you.
Check AudiWorld and VWvortex. Both sites have VAG-COM specific forums, and you can find lists of users willing to help out. There's an 18-page thread on VWvortex where people have listed their location to help others out.
As far as getting your own cable, the value of it is for you to decide. It was a no-brainer for me, as we have two VAG vehicles, and one of them is bound to throw a fault code or two someday. VAG-COM's main purpose is as a diagnostic tool, to check fault codes and provide measurement feedback from control modules. The secondary, more fun, purpose is being able to reprogram those modules to do cool stuff.