I had similar problems on mine during the 8 valve days with digi II. One, the MAF (mass air flow sensor) connection seems to have bad electrical contacts on these cars. The maf electrical connection is located just behind the air filter box. With the car running, gently press it in and see if you notice the engine idle differently at all. Second, with you mentioning that it seems to be temp related, you can replace your coolant temperature sensor for cheap, about $10 from the dealer. On the driver's side of the engine near the trans bellhousing you will notice a couple of sensors there. One yellow (iirc) and one blue. The blue one is the one to replace.
Both of these items seem to be common issues from what you have mentioned. I would give them both a try.

Tornado Red Jetta content in here.