I might get flamed, but I'll throw this out. Like many things in life, making something sounds pretty to very good is pretty easy to do (as far as head units). To get it to sound great is more money, and for the "i'm sitting in Carnegie Hall" is even more money than that.
So, the stock radio in the Jetta is pretty darn good I would imagine. Adding the 3Sixty.2 would probably be the best bet in my book. No need to worry about thieves, great signal processing, etc. I would vote for the 3Sixty just for the simple reason that is does signal processing that the JL doesn't (you can EQ, and Xover while the clean sweep doesn't do that really). Downside is you need a palm pilot with Wifi to use it.
I'm in the middle of reviewing one right now, so if you need more details feel free to PM me.
Juan