You've received all the right info here; all I can add to the above good advice is:
1) I've never quite been able to trust that the fuel I buy in winter is gar-on-teed to be winterized, so I've always used additive (Stanadyne Performance)...less of an issue now that I live in NC, but was a big issue back in PA; the added bennies of increased lubricity, algicide, and a 4-point cetane boost give me a warm fuzzy feeling. In all probability it does nothing useful whatsoever for my engine, but hey, if it feels good, do it.
2) One thing no one has mentioned so far: there are apparently some technology changes in the '09 w/r/t cold starting. For instance, while the glow plugs are still there, what is missing this year is the glow plug idiot light on the instrument cluster. Also zero discussion of cold starting in the diesel supplement to the OM. This still kinda unnerves me...I've known a lotta diesels, but never known one that didn't advertise the glow plugs and a cold-weather starting procedure. So, maybe VW has perfected the technology to the point where the driver doesn't even need to know. But that qualifies it (in my book) as brand-new technology...i.e., somewhat suspect until proven successful. If I was living in cold weather country, as you are, I would definitely use an additive for the first winter, until we get some reports regarding the winter-starting abilities of the '09. But I'll be the first to admit that that's just me.