On my 4th gen I used a DEI 530t (power windows module) -- is basically a box with 4 relays-- so that I could do this:
Original function of 4th gen remote:
unlock once: unlocks drivers door
unlock twice (in 3 secs): unlocks both doors
Lock: locks both doors.
Now:
unlock once: unlocks both doors
unlock twice: rolls down both windows automatically (great for a hot day)
lock: locks both doors AND rolls up both windows
It also provided express up/down on both windows (had to add one delay timer, 528t for the psgr window.) cost: $100 parts, $50 install to a friend
The best would be the ability to reprogram, but you can also skin that cat by finding the signals and use a separate module to do it.
My wife's Jetta has the deal where you can put the key in the lock outside the car and make the windows&sunroof close or open. I asked them about just doing it with the remote and they said that in Europe it was available but here there is some BS safety rule that won't let them offer it. I would think with the obstruction detection&backoff that they have now, it should be a non-issue.