While complicated, the OEM VW cooling system is one of the better ones out there. If everything is in good working order, there should not be any circumstance where it is inadequate for cooling the engine down. Most VW's tend to run a little hot anyway, it's uncomfortable sometimes but they can handle it.
Some things I have noticed that seem to help a lot though:
The factory oil cooler/warmer is junk, and should be one of the first things you should get rid of. It's a good idea, I can understand why they did it that way- the oil warms up quicker which passes heat on to the coolant to help the whole engine warm up faster. Then the cooler coolant helps wick off heat from the oil. Problem is under high stress- highway driving when it's hot, followed by stop-go traffic, the oil is quite warm, and the coolant gets really hot, so there is nowhere for the heat to go. Besides that, the oil warmers tend to develop pinhole leaks internally, which causes oil/water to mix and you have a big problem on your hands. A thermostatically controlled air/oil cooler is the way to go. The Volvo piece is a near drop-in replacement. This will help cool the oil better under high loads, and keep some of that load away from the coolant.
Always use a cooler thermostat, unless you live somewhere where it never gets above 40 degrees. Generally one step cooler is best, and what I like to do is drill a small 1/8" or so size hole in the flange on the thermostat, this lets coolant weep through before the thermostat opens, and also makes for "burping" the system much easier and has little effect on the warm-up characteristics. Make sure to swap out the fan switch with one that also comes on at a cooler temperature.
Use the specified VW coolant. Lots of people complain about this, "the vw stuff is a ripoff, the green is the same, it's all a government conspiracy, blah blah"... In my experience, VW cooling systems ALWAYS perform better with OEM coolant. VW engineered it, and designed the cooling system to use it, so that is what I'm gonna use. Order the stuff from a known retailer like German Auto Parts, their cost plus shipping is still usually less than what a VW dealer wants for it. It does also help to drop in a bottle of Redline Water wetter or equivalent as well which seems to keep the temps more stable.
The obvious things, like condition of hoses, leaks, coolant flushing, etc... are pretty self-explanatory.
If everything is working correctly, your car WILL NOT overheat, I don't care what you are doing to it.
Brendan