As far as I can tell from a little Googling, the Golf wagon sold in Canada is the exact same vehicle as the Jetta SportWagen sold in the US.

From a quick look at the Jetta TDI wagon on VW's website, it looks OK, but doesn't have some of the luxury features that my Passat wagon has, nor is the cargo space as big--it's sort of halfway between the Matrix-style hatchbacks and a real station wagon. One huge positive, though, is that it comes in a stick shift.