Yes, CWP = cold weather package. Considering the relative price, it's nice for the winter months (the salesman did a good job on that one...).
I was thinking about the Dynaudio, but that pushes the car just a little out of my price range. And the base stereo is good enough, especially since it comes standard with an iPod adapter (not sure if that's mentioned anywhere in the guides... don't remember reading it).
As for used cars, that's why I'm in the market for a new one. Having some issues with my '99 Passat and the repairs are worth more than the car. I know I'm losing money in the longrun on the new car (at least if I don't keep it for the life of the car), but at this point in my life, it's worth it.