First of all congratulations!
Secondly, I've been driving TDI's since 1998. I live in the northeast. We've seen our share of snow and had our share of sub-zero temps. I have never had problems with my car parked in the street. Adding additives is good for piece of mind, but plenty of people don't use them and DONT have any problems either. That said, it's probably a good idea if you plan to own this car for years and years. I use them most of the time.
Thirdly: If you can find biodiesel at a local filling station, use the B05. The added lubricity will further help your engine, as will the higher cetane. Most diesel in America has less than 50, which VW recommends. Biodiesel will bring that up considerably even using 5%. And that's 5% grown here in America. I have a 2005 and can go all the way up to B100. Your car can use up to B20, but wait until it's out of warranty. Wait, your in Illinois so you can use B20, which is sold everywhere! Lucky you!
4thly: If you own the car a long time, get the mud flaps! They will protect agains rocks hitting the sides when turning! (Also keeps the car cleaner, longer!)
Just sayin'...