Thanks and some pointers:
2006 Jetta TDI:
Just changed out my rear pads at 40K, not sure if they had been changed previously or not, I got the car with 30K on it. I found out I will be doing rotors as well (waited too long to change pads). This thread was a great help, so thanks everyone! A couple pointers:
1. you DO NOT need to open bleed valve when resetting the piston. I am no pro, but the pressure in these brake lines is already so high, a little more from depressing the piston should not be a problem.
2. I did not disconnect anything, no brake cables, no caliper lines of any kind, nothing. You can push the caliper out of the way when changing the pads without any trouble at all.
3. I borrowed the brake tool from autozone, just call them and tell them what you need to see if they have it. The tool was VERY HELPFUL, it made resetting the piston easy. (If it seems hard to turn the handle on the tool, take a 1-2 foot metal pipe of small diameter and slide it over the handle to give you more leverage--I had to do this, but once I did no problems turning it at all).
4. I needed a 15mm and a 13mm wrench to take the caliper bolts off. Make sure you have these before you start.