Great cars, I have had my 2010 Jetta Station Wagon,(a golf wagon really) this coming Jan for 3 years now. It started out at about 46 on the highway at 80MPH. I now has 70k miles and the fuel milage age driving the same way is 49.5 MPG at 80 on long trips. Best Fuel milage has been 53 at 65 on back roads of colorado and new mexico.
It constantly gets 33-34 mpg in town driving up and down to my house. It has been a wonderful traveling rig.
one thing to not do, I have been kicking snow off my vehicles rockers panels for as long as I can remember, try to resist this if you also do it. The rocker panels are thin and will dent easy. You also have two indents in the rockers to show where the jack goes if you need to change a tire, they are there by design. I did not know about them, and had the winter tires put on and thought the tire company had dented it, but VW put them in for you so you have dents upon arrival. Minor in the grand scheme of things.
Winter tires will be a must for you. The best winter tire I have owned was the General arctic claw, but it last only 12k miles. But it handles every type of snow really well. Just did not like how it wore out so quick. I have Michelin X Ice2 on it now, really great on ice and dry snow, sucks in Wet snow. Neighbors like the Hankook Ipikes, but they are a hard tire, not soft, wear well. I am looking at the Coopers for the mix of wet snow we have up here. They have the most open design for the heavy wet snow. The wet snow is the killer, have to pull the chains out to get up the hill.
Anyhow, it is great you got 0% financing, it make the payment seem worth while, it is nice every month to see the amount of money one puts down on the payment fully go to the debt.
If you are into forums, TDIclub is really good for the diesel VW, Also My Turbo Diesel is also a good one. Both have lots of great information on the VW diesel.
Because of the dirt roads i drive daily, I have installed Diesel Geek front pan skid plate, and have found it to be a great add on to protect the engine and tranny for the low position the front end is on the road.
Future up grades, a Wavetec auto locking differential, A engine chip, with down pipe DPF delete, lift to get the dub in the air a bit more. 5 inches is a bit low for colorado roads(IMHO).