Oil Change
From Fozzee.net
Oil Selection
The worst of these issues is actually acquiring an appropriate oil. There are a few oils "readily" available in the US that seem to fit the VW 505.00 spec including a Mobil Delvac 1, Shell Delo 400, and a number of Amsol oils. My current choice is a Rotella, for it's reasonable cost (At about $5/qt) and good availability (Wal-Mart). All appropriate choices are fully synthetic, to deal with the heat from the turbo. Additionally, diesel oils should meet a current Cx-4, where (for TDIs) X is a letter equal to or greater than H. Presently, CJ-4 is current.
Oil Filter
Filters are a bit easier to come by, but you'll pay for it. The Fram "basic" filter is over $11 at Wal-Mart, and they don't really have any choices. My usual stop, O'Reillys, has just a Puralator filter, which is of similar price.
Overall, your best bet is likely to order a kit from TDI Parts (or similar), as it includes oil, filter and a new drain plug for around $40. I can't speak for their "Total Quartz" oil, but I suspect it's fine.
