The 3.3L engine used in the Sienna and the 2 Lexus models, soon also to follow in the Camry, Solara, and Highlander, are NOT prone to sludge (neither is any other vehicle when oil and filter changes are done at proper intervals, but that is another story altogether). Incidentally, they do not carry the extended engine warranty as offered on earlier model vehicles equipped with the 3.0L or 2.4L. I suspect it will not be a problem.
Try a Google.com search using keywords "Toyota engine sludge" before you try to say it wasn't a problem in the pre-2003 engines. Because Toyota won't admit to having a problem, they can't admit to fixing it, can they?
Change your oil MORE often than the most frequent interval in your manual. Document in some way (log) that you check your oil level at EVERY gas fill up. This can take some time, since you should wait about 15 minutes after stopping prior to checking the oil. The sludge prone engines were known to consume oil. Toyota says the loss of a quart every 1000 miles is NORMAL. Do the math. Your 4 quart capacity engine can be dry of oil in a mere 4000 miles, and Toyota will place any resultant engine damage squarely on your back. Check out these sites for more info.
www.edmunds.com - go to town hall and search for engine sludge to read the history of this problem.
www.industrycommunity.com - go to their lubrication forum
The lack of tinted windows you mention is propbably because you ordered the CE which is the base line model. I believe the LE and above comes with the privacy glass as a standard feature. However Toyota's multifarious "packages" are confusing and one could easily think one is getting something one is not. I am sorry to hear about the AC being weak. I have heard this before and am afraid I'm going to find out the hard way come next summer. If it makes you feel any better many reviews claim that the Honda Odyssey AC is abysmal.
I love the 2004 Toyota Sienna XLE that we purchased in November - have had minor issues - and we really do not like the smaller, closer dealership so we drive 25 miles to go to a larger more experienced dealer for service. AND I'm interested in finding out about experiences with AFTER MARKET DVD/entertainment systems - did you get them installed BY Toyota or independently?? Please let me know.
The CE doesn't have the tinted windows and they are not an option. The LE, XLE, and XLE Limited are the ones that do have it. The A/C I cannot comment. We got the dark blue XLE Limited FWD and it has the Tri-Zone Automatic Climate control and it does fairly well in keeping us cool or warm.