Just stumbled upon this post - I've had rattles as well in my passenger door since week one of owning my VW. I've tried everything on the outside of the panels from taking it to the dealer, cramming felt tape in the gaps and even wedging a water bottle with a rag around it in the side holder which helped, but the rattle was still there.
After owning my car almost a year I recently broke down and bought about $200 worth of sound insulation / sound deadening materials. (Fat Mat, foam duct insulation and cheap foam mattresses). I will be installing sound deadening material on the floor panels, on both the metal door, and back side of the door panels, the trunk, underneath the back seats...pretty much everywhere I can get to within reason.
I'll be working on it this weekend, if I find something obviously loose when removing the door panels that is making a rattle sound, I will let you guys know so that you can just fix that instead of throwing down $$$$ to soundproof the whole car.