Oil recommendations: These engines will run on anything. I'd use a HDEO 15W-40 in warm months and Shell Rotella-T Synthetic 5W-40 in cold months. Drain intervals of 5,000 miles work well.
Oil filters: I am very particular to the OEM filters. Mahle/Knecht, Mann-Hummel, Hengst in this order of preference.
Transmission fluid: Valvoline's Mercon-V ATF seems to meet the standards for both of Volkswagen's transmissions offered in 1996. If you had the 096 transmission then it specified Dexron-III. If you had the 01M transmission then it specified Esso LT 71141 fluid. According to published data from Valvoline, their Mercon-V meets the Dexron-III spec 'H' standard and Esso LT71141 standards.
**NOTE: VW's automatic transmissions use separate housings for the final drive fluid. You must drain and refill the final drive separately from the automatic transmission fluid. The 096 transmission uses 75W-90 gear oil and the 01M uses the same type of fluid as the transmission.
It's highly advised to buy a service manual for this vehicle because they are mechanically different from many other vehicles. They're not "status quo" per se.