2003 Jetta. After running a dianostic on my car I learned that the coolant gauge was bad (the waring light would turn on and off randomly). I had it replaced and later learned that there was a recall for that (luckily it was only $79). My gas tank lid release was a POS and there were several times when I couldn't gas because the gosh dang door wouldn't open. I also have had similar problems with my radio. The CD player wouldn't only work randomly and constantly would spit out my CD's. The volume would turn up when I tried to turn it down and the radio would stay on even though I removed the the keys. I lucked out because my Jetta was still under warranty and they replaced the radio for free. But that was a complete hassle because the dealership said that there was nothing wrong with the radio and that the CD player worked just fine... I had to argue with the manger to get them to to "take another look."
I am now currently trying to figure out way I have no tail lights. I have replaced the burned out bulbs and they still don't work. I have also checked all of the fuses (because the fuse map is a crappy) and now my car won't start. I am going to try the tip about the master key and hope it works. If anyone has any info about the tail lights that would be great.
In response to your brake lights not working... it is a defect in the car. It is from your brake light switch that also controls your parking release as well as your cruise control. I have replaced mine 3 times already and now I have to replace mine again. I contacted the dealership and they refuse to help with this defective part even though it keeps going out. I have never been more disappointed in a car than I am with my Jetta.