Been plenty cold and snowy where I am this winter-- and last winter as well- and I have not had any issue with the car starting in cold weather (actual -10 deg F, as opposed to fake wind chill temps). I leave it in the ACC position until the glow plug light goes out, and then crank it, and it starts within 2 cranks even on the coldest day.
I have no block heater. I drive off within 45 seconds of starting the engine, and drive gently until the temp gauge starts moving. I don't get good heat until the engine is working, and on the really cold days I take a different route that goes up a steep hill, which gives me heat within 5 minutes of starting the engine, which is faster than our gasoline guzzling Explorer. Before those five minutes, the seat heater more than suffices. (Usually I forget I put it on until my rear end starts to sizzle.)
The single and only cold weather issue I have had, now through nearly 2 winters, is that the car is a little low and bottoms out more easily than other vehicles. With that single exception, this is as good a cold weather car that I have ever had.
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With respect to the Rain-X, this is an issue with any vehicle, VW or otherwise, that uses the type of sensor in our car. It is not a float in the tank, that triggers the light when it goes low. It uses an electrode to pass a small current through the liquid in the reservoir. Because washer fluid has salts dissolved into it to lower the freezing point, it is an electrolyte, and conducts the current. When the level of the liquid goes below the sensor, the liquid cannot conduct the current, opening the circuit and tripping the sensor.
Rain-X contains certain dissolved chemicals that lubricate the windshield. They are kind of like wax. Last year Rain-X changed the formula for its orange fluid-- the bottles say "NEW FORMULA!" They changed the formula by adding more of those lubricant compounds. The problem is that the lubricants precipitate out of the fluid, and coat the inside of the reservoir. When this stuff coats the sensor, the light current is blocked and the circuit is always open even if the reservoir is full.
I saw the reservoir come out of my TDI when this happened to me, and sure enough it looked like it had a coating of petroleum jelly across the bottom. This happened about a week after using the "New" formula for the first time. Afterward, my neighbor "rescued" my case of Rain-X fluid, and used it in his Dodge truck, and after another week was in need of a new washer fluid sensor.
Use the blue stuff. It does not matter if you have used Rain-X for years, because the Rain-X you used for all of that time is not the same stuff they are selling now.