Seems to be a few general problems with the A4-body-type VW's and VW's in general in North America; namely, window actuator assemblies, relatively poor instrumentation reliability, a dealership network considered to be of lower quality, and a few other engine-specific issues such as intake clogging/EGR clogging (TDI engines), oil consumption (2.0L engines), and coilpacks (1.8T engines, V6 engines to a lesser extent).
The much malaligned window actuator assemblies were formerly constructed out failure-prone plastic, but these parts have been redesigned to use much stronger metal components. The fix has been fitted to later-production
2002's, and all 2003's, and is retrofittable, often free of charge, into earlier models.Instrumentation issues consist mainly of, but not entirely limited to, MAF's (Mass Airflow Sensors), and basically all the VW engine designs have issues. Do not know if this has been fixed yet; there are options for higher-reliabilty aftermarket replacements, however, these have not been sanctioned by the factory. Lots, and lots of other instruments wired into the ECU as well -- the sheer multitude used in VW's (as compared with other makes) makes them a target for failure.
The dealership network, it seems, hasn't invested properly in technician training, and this is especially prevalent when dealing with some of the more lesser-sold engine types (ie: TDI, W8, etc, etc.). Also, there seems to be a reimbursement structure in place between VW Corporate and the dealership network which actively encourages the dealers to cut corners when performing warranty service, or to outright deny warranty service altogether on deficiencies that are deemed to be minor. VW shouldn't be obligated to replace wear and tear items that have been abused....but an old grandma shouldn't stand accused of being abusive to her VW with 20k miles on it because the brake pads were defective to begin with, hence their premature failure.
The other issues I've mentioned are specific to invididual types of engines. The diesels clog up -- there is an aftermarket computer modification which can make this a virtual non-issue. The oil consumption problems were real and led to quite a bit of dissatisfaction -- a year old car shouldn't burn any oil, nevermind a quart every thousand or two miles. The coilpacks were outright defective, a source of huge frustration, but they were defective models and VW has fixed them.
One thing to keep in mind -- do you honestly believe you'd have less problems had you purchased a low-end BMW, Mercedes or Audi? Probably not -- they're manufactured with quite similar failure-prone parts. And if you compare VW's with Japanese or American cars....you must consider that nearly every VW sold is 'fully loaded' by American standards -- power windows, built-in alarm system, all the bells and whistles.. So..much more stuff to fail.
One last thing -- don't let anyone, or any dealer tell you that VW's sell for what the sticker or the website says. Such claims are totally ridiculous; sales for VW aren't very good lately and though they will try every salesman trick in the book, you shouldn't buy one unless you're paying well under sticker. Well under.