Husky/Mohawk - their DieselMax is pretty good. Shell Ultra Diesel is in second place. The best of these would be along a major highway where the big trucks often go.
As for oil... depends. If you have a 99.5-2003, try to find Mobil Delvac 1. Or, you could also try Petro Canada Duron HT. Just make sure it's a full synthetic, and that it has the VW 505.0 rating.