Janushwang...I just noticed your sig. This is a bit off topic....but is it your actuator that's rusted? (The thing that's attached to the turbo...looks like a metal rod with a plastic ball at one end.)
Last time I checked, one of those is about $100...or you can put something like PKBlaster or WD40 on the existing one to loosen the rust.
Having the turbo running will drastically improve your power. Plus you car is probably running in limp mode permanently....which means it's not running optimally.
Although there are ways to tune the car to run without the turbo and get better fuel mileage...according to a post by Drivbiwire. I can't find the post...but you could ask him about it...if you are interested in doing that change.
As for additives. I'm pretty sure that almost any common diesel additive is better than none. But whether or not the benefits will be noticeable is debatable. I've used a few and have never noticed any changes that I could definitely say were due to the additive.
Although newer model VWs would probably benefit more from additives that increase lubricity.
Since using Opti-Lube XPD my 2001 TDI does "seem" to run a bit better. It seems to have more spunk, and it seems to start better too.
I've been tracking my mileage since I bought the car. If I see that go up then I'll be convinced that the additive is actually doing something that I haven't noticed other additives do.