Matt, to tell you the truth I am inclined to believe that the Rotella synthetic is just about the best bang for the buck in these engines. It easily lasts the recommended 10,000 mile drain interval, it's available from Wal-Mart in most areas, it's priced correctly for a group 3 oil, and it returns very impressive results. It's a heavy duty engine oil that is going to be used in a light duty diesel AND..... it seems to have won my 10ºF freezer test this morning with regards to cold flow.
The Castrol 5W-40 did well too. I was disappointed with the 0W-30. It did no better than the other oils.
Sure, the Delvac-1 and Amsoil are great oils but I feel that they're overkill in the TDI. I have logged 135,000 miles on my Golf using Delvac-1 as the main lube but I don't think that I have gained anything from it. Here's a break-down on some prices for comparison:
Delvac-1 = $25.00 per gallon
Amsoil = $23.00 per gallon
Rotella = $13.00 per gallon
Castrol = $4.99 per quart (either viscosity in my area)
Pentosin = $6.49 per quart
Of course, oil choice is a personal issue and there have been many heated discussions about it. But you will not go wrong with any of the synthetic or synthetic technology oils that meet the specifications for your engine.