Binger, I'll try to answer a question that may not have been addressed. First a disclaimer; I have owned an 04 TDi Golf for about 2 years and I love it. Doing some mild hypermiling you can reach 60 mpg on the highway. If you do need to pass or accelerate quickly there is lots of power on tap and short bursts of acceleration don't totally destroy your trip average.
You asked about straight veggie oil conversions. From everything I have read the TDi has very precise fuel injection due to computer control, extremely high injection pressure and small injector orifices. This makes it a poor candidate for hot oil conversion. If you are really motivated to do the SVO conversion the older mechanical injected diesels are more tolerant of running heated vegetable oil.
BTW the TDi requires no "conversion" to run biodiesel. It can gel in very cold weather though. A friend of mine had his B20 blend clog the in-tank fuel filter during cold weather. That is why you see lower percentages of bioiesel recommended for winter driving.
In the end I think it comes down to your type of driving. If you do mostly highway driving get a manual tranny TDi (and read up on the maintenance requirements i.e. 505.01 spec. oil for a PD engine) If you do mostly city stop-and-go driving get a Prius with it's CVT (automatic).
