Refiner:
I'm surprised to hear about your problems - especially the rattles. I've had quite a few VW's over the years (most recently a '95 Golf, '97 Jetta, '99 Jetta, and '02 Golf) and all of the cars have been trouble-free and rattle free.
The window problem is well known and well documented, VW has a service bulletin out for fixing it. Concerning the cold, I think what you are encountering is that the car takes a long time to warm up in the cold, not that it does not stay warm. The new TDI engines are so darn fuel efficient that they don't generate much excess heat during the first 20 minutes of operation. Dawson Creek ain't the warmest place in the country this time of year. You might want to consider getting an in-line coolant heater for the car, to give you faster cabin temperature warmups.
About your rattles, document them carefully and take the list and the car back to your dealer - they should be able to fix them all for you.
Sorry to hear you are off to a bad start, hope it improves soon for you. They really are great cars.
Michael