After reading a lot on info here and on TDI Clud and Club Touareg forums, I do add additives to both of my VW TDI. From what I learned, it looks like the canadian standard for diesel ULSD fuel is better than the US fuel (HFRR 460u vs 520u for US and not sure if they respect the standard in US...).
So here in Canada, i do add Power Service white bottle for the winter (60u lubricity improvement) and when I travel in US like my next 8 weeks trip down to Florida starting in march, I just baught six 16oz bottles of Stanadyne Lubricity formula (160u improvement). I baught Stanadyne simply because it is easily available here in Montréal area and for a resonnable cost ($7.35 for 16 oz bottle and it's good for 5 fill ups of +/- 80 litres).
For the best additives, I know that 100% bio diesel (2% mix) is the number 1 than Opti-lube XPD but both are not easy to find in my area.