In the big scheme of things, the VW Jetta TDI ALH is a VERY easy engine to maintain and keep smogged.
I will agree that the Glow Plug issue is EXTREMELY vexxing. If you're having glow plug issues, then you really need to replace the glow plug harness (see the hundreds of threads in the TDI 101 forum). The glow plug gives you a CEL, and that makes the whole process a complete pain in the ass.
Yes: Glow Plugs are used for things other than cold-weather startup. For example: they are used during normal startup, to get the engine up to operating temperature more quickly. The quicker your engine gets up to operating temperature, the fewer emissions are produced. ALL engines produce most of their emissions during warmup. Many engines have a lot of special features (secondary air pumps, and special DME/ECU programs) to improve emissions during warmup phase. The TDI ALH is no different: There are three coolant "glow plugs" which warm the coolant, and the regular glow plugs improve combustion while the engine is cold.
Therefore: if glow plugs are faulty (or if the harness is burning them out - because: DEFECTIVE HARNESS, and imo, VW should recall them and replace them all for free, yes, even on 16 year old cars - but that's just my opinion). - if the glow plugs are faulty, the CEL that is produced IS emissions-related.
The nice thing about the TDI ALH, is that while it does have Readiness Monitors, you don't have to worry about the flaky-ass EVAP crap they put on gas engines. EVAP Readiness requires that you take your car through a drive cycle, then the DME/ECU has to read a difference between intake air temp and ambient air temp at a certain range (ie. you have to have the engine do a "cold soak"; be shut off for 6-8 hours while the coolant temp comes back down). This is a complete pain in the ass, and on some cars, you also have to open your gas-cap, while the DME/ECU does a pressure test on the fuel system, and if there's even a pinhole leak in your fuel vapor return system, fuel pump, gas cap seal, then it will fail, and you just went through the 6-8 hour cold-soak with two drives, for nothing. Toyotas are the WORST for EVAP Readiness procedures. I read horror stories of guys working on their Toyotas and driving around and messing with them for MONTHS and not being able to get that EVAP monitor cleared.
Worse still, are the SULEV cars, who have a fuel pump sealed inside the gas tank. If anything goes wrong with that system, you're looking at $5000 to replace the whole gas tank and pump assembly. (although manufacturers are required BY LAW to cover these with an extended warranty, you know damn well dealers fight tooth and nail against trying to actually cover this work, and will use every technical loophole they can to avoid it; including trying to claim you "used bad gas one time 10 years ago").
It used to be that you could get through SMOG with one or two monitors not set, but California recently changed that law, so depending on what SMOG zone you live in, the SMOG tester may pass you or may not.
There ARE resources, in California: you can take your car to a "Smog Referee" and they will run your car through a set of more thorough tests, and take into account that you're "trying really hard", and your car is fundamentally not a gross polluter (if it isn't), and you're just dealing with a poorly programmed set of onboard tests, or sensors that are just plain faulty, and can't be easily replaced (or replacement sensors don't perform to spec anymore because of ****ty manufacturing).
IMO: the worst part of this smog business is that if you let your registration lapse (or go non-op), the DMV will only give you a temporary 1-day permit to get the car smogged, before they allow you to re-register, and 1-day is NOT enough, if you're dealing with Readiness Monitor issues.
Finally: Every car manufacturer publishes a set of guidelines and procedures on how to reset Readiness Monitors. It is generally far easier, in practice, to reset these monitors - but if you follow the guidelines to the letter, and all the equipment is working, they will reset. The ALH procedure published in this very thread, is simple and quick, and can be performed in about 45 minutes. (though: the part about accelerating from 30-75 mph in third gear with the pedal floored sounds kind of crazy - good luck finding a road where you can actually DO that safely!). In practice, you can probably get away with something approximating that drive pattern, and get your monitors re-set.
If you clear your codes because you get a CEL (from the glow plugs), you will reset your monitors, and you have to start over. The whole point of this is monitors will not clear until the car passes it's self-tests, which shows all the emissions equipment is in good working order.