All vehicles sold in the U.S. with gasoline engines are designed to operate on lead-free fuel. The minimum octane ratings required by Volkswagen sometimes vary with where the vehicle was intended for sale and use (high altitude). Octane requirements are listed on the inside of the fuel filler door or on the door jamb. Use of leaded gasoline or certain additives will poison the catalytic converter and in some cases, possibly damage fuel injectors. Volkswagen recommends occasional use of Autobahn Gasoline Additive, VW part no. ZVW 246 001, for keeping injectors clean.
The Volkswagen diesel engine is designed to run on Diesel Fuel No. 2. Since diesel fuel is generally available, supply is not usually a problem, though it is wise to check in advance. Several diesel station guides are available from fuel companies and are normally sold at diesel fuel stations. Some U.S states and Canadian provinces require purchasers of diesel fuel to obtain a special permit to buy diesel fuel. Check with your local VW dealer or fuel supplier for regulations in your area.
There is a difference between the refinement levels of diesel fuel and home heating oil. While you may get away with running your diesel on home heating oil for a while, inevitably you will fill your tank with a batch of oil that will leave you stranded. Even though they don't mix, Diesel fuel tends to attract water. This is another reason to stick to mainstream suppliers when filling the tank. Also, never allow diesel fuel to come in contact with any rubber hoses or other parts. It attacks the rubber and causes it to become soft and unstable.