Here's a list of issues that I've researched. According to what I've found, I'm CERTAINLY not the only one with these problems plaguing models from 1999-2003:
Plastic parts constantly break on the car, from the fender vents (which constantly fall out and I run over and replace) to the cup holders (I've replaced twice) to the hinge on the glove compartment. The interior of the car is basically made of plastic and is usually broken when you or the dealership takes it apart to repair something.
The Electrical System is horrible. A HIGHLY known problem in all VW's. If one thing malfunctions, the entire system blows. For instance, my map lights had a short in them; since they're connected to the sunroof, keyless entry, cigarette lighter outlet and other overhead lights, I've lost power on those as well just because of the map lights.
Grease constantly leaks from the door hinges and all over the exterior body.
The sunroof comes with an Emergency Allen wrench that you can use to open or close should you lose power. Not only is the moonroof impossible to operate this way in emergencies, but it doesn't seal shut and the wrench usually breaks because it is so hard to operate.
The Check Engine light constantly comes on, usually for no reason other than to put $100 in the dealerships pocket for turning it off.
Volkswagen makes constant recalls on items such as shortages in the Emergency Signal buttons, faulty window tracks (which usually breaks your window inside the door, making it impossible to roll up) and faulty baby seat seat belt harnesses.
The CD Player/6 Disc Changer will not operate anymore, only reading "Error" and rejecting discs. Volkswagen will not replace or recall these because they do not have any to replace them with, not to mention they're way too expensive. I've been through three and it never fails: they always malfunction.
The material on the interior door handles is a rubber that peals off and leaves gaping holes in the handles.
Lastly, everything rattles, from the radio console to the air vents, because everything is cheap plastic.
Luckily, I haven't had any issues with the engine, which I'm glad of considering I can barely afford keeping up with the cosmetic faults.