I had a remote car start on my last car, a Toyota Rav 4. It was as an add-on to a Clifford car alarm (viper makes one too).
I used to work in the middle of Derbyshire (in the UK) with a locked compound straight opposite a railtrack from where I worked. At 5 in the morning, on a frosty day, it was a godsend to start the car and let the windows demist and the interior get warm for 5 minutes before I got to it.
Also , it was good to let the car get cooled via the aircon before I got into it on a sunny day.
One added bonus was the day I saw, on my employers cctv, two scrotes/chavs/scum (delete as appropriate) looking round the car obviously checking it out. I remote started it and they ran off, obviously thinking someone was inside (heavily tinted windows helped!).
I'm thinking of getting it installed again, mainly due to the excessive condensation I get on a cold morning. I hear it's not easy to install on a VW though.