My wife had an 02 Gofl TDi since it was new and just recently traded it on an 11 Jetta Sportwagen TDi. Both the old Golf and the new Sportwagen are manual transmission. She didn't even want to look at any other cars before she bought it. There is nothing wrong with the automatic trans, but you will lose some MPG. The manuals command a premium for a reason. The EGR is a known weak point of the cars, as was mentioned. There are various fixes for this, that may not be entirely legal from an emissions point of view, but fix the problem. The only other issue that we ever had with the Golf was a glow plug going out, but it was replaced under warranty. I would recommend checking out the forums at
www.tdiclub.net . It is the best resource that I have found for all things TDi.