have the regular maintenance things been done? MAF clean, fuel filter, can of seafoam in the tank, plugs wires, vacuum leak check, mercV trans fluid change, deep sump trans pan/filter?
otherwise my 95 was always like that, pretty laggy downshifts, horrible off the line get-up-and-go. but i knew my trans was smoked. first gear was sticky and wasn't fully engaging all the time. once in a blue moon she would go like a stabbed rat
fixed most of that with the 97 MK8 trans and a jmod. the acceleration lag was the horrible aluminum intake.
if your downshifts and stuff are sticky, or slow, its most likely the 95 trans. their not known for the best valve-body's, one way clutches, torque convertors, oil pan setups, or really anything for that matter.
if its low millage, (100k or down) get the mercV in their and a 96+ pan/filter and hope for the best. even if its not your current problem, it can only make for a better running longer lasting trans. otherwise be prepared for that thing to shell out and require a 98+ swap, harness repin, and 95 TCC solenoid.