test driven a 2.0 TDI and been given a 1.9 TDI as a courtesy car. 2.0 TDI is a much nicer engine, not to mention more powerful. obviously the trade off is lower fuel economy, but ppl on here have been reporting as much as 55mpg from their 2.0 TDIs so it's not as if it's THAT much of a problem. depends on what gearbox you want as well. the 1.9 TDI only came as a manual until the 2nd facelift was released. also if you wanna tune the engine there's more you can do with the 2.0 TDI.
for the 8P2 (i.e. a 55 reg car) the SE has the comfort stuff (auto lights/wipers, 16" alloys) whereas the Sport is 17s as standard, fogs, sports seats (a must have imho) and stiffer suspension. they both come with dual zone climate control as standard. for me it's a no brainer, go for the Sport but if you can find an S-Line then go for that instead.
the only things that can't feasibly be retrofitted that i really wanted when i was looking for a 2nd hand car recently was auto lights/wipers (needs a new windshield apparently). if you wanna retrofit OEM satnav best go for a car with double DIN (i.e. Symphony II - it has a front loading 6 CDC and a tape player). BOSE is nice to have, but you can get better aftermarket speakers.
in short it depends on what's important to you (power vs. economy, comfort vs. sportiness) and what plans you have for the car afterwards (if any).