All depends what you’re after... 10w40 is the VW recommendation, but now 5w40 is also recommended more nowadays. Same thing with brakes, in the past VW always said DOT4 now they are happy to recommend DOT5 and DOT5.1 for the mk4.
It's down to personal choice; the oils do have a temperature rating which is recommended (SAE) as this affects the oils life expectancy in the engine due to internal and external temperatures, which governs how well it also lubricates your engine under certain temperatures. But it’s a similar argument with brands; go for Castrol edge, comma, Mobil 1 etc... Down to preference, restrictions of internals, engines wear and how frequent you plan to change oil. 5w30 brilliant for winter as well as all year round, but due to lower viscosity, engine wear is higher and is less healthy for older/higher mileage engines, plus with our climate more frequent changes required for this grade. But 5w40 or 10w40 work just as well with supposedly more internal protection as well as added restriction, the 5w will help in engine warm up time as well supposedly, but I'm not an expert, nor have I experimented to much (best I've done is 5w30, 5w40 and 10w40 on the polo, the lower stuff was less restrictive in terms of driving, can't comment on warm up time as I never took recordings, but it seems similar, but long terms I'm not sure how it effected engine wear, nor did it hit MPG in my eyes at all). Have a read and it’s your choice.
Useful reads:
http://www.vw-resource.com/engine_oil.htmlhttp://www.carbibles.com/engineoil_bible.htmlI really want to try the R40 stuff at some point, it’s meant to smell yummy
with a lot of thumbs up from motorbike users. But that will be a summer only expense or track days only with a SAE40 rating with a warmed up engine. I personally use Castrol GTX a5/b4 I think, at 10w40, but your choice we can argue all day.