Approved oils list

VAG oils approved lists. These are updated from time to time.
VW 502/507 https://erwin.volkswagen.de/erwin/volkswagen/files/oil/step_50200_50500.pdf
VW 504/507 https://erwin.volkswagen.de/erwin/volkswagen/files/oil/step_50400_50700.pdf
Saved copies (PDF): 502, 504.

UPDATE (2016-04-24)
I found that above links changed. New ones below:
https://erwin.volkswagen.de/erwin/downloadStaticFile/volkswagen/files/oil/step_50400_50700.pdf
https://erwin.volkswagen.de/erwin/downloadStaticFile/volkswagen/files/oil/step_50200_50500.pdf
END OF UPDATE

Champion motors has it's own list.
This one is old, dated 2011-07.
Champion Motors Israel approved oil list

But on their site http://champ24.co.il/#oil, you can find up-to-date list. I don't know how often they change it. It's also best working in Internet Explorer, so I guess they don't care too much. And sorting is crazy, definitely zero care about users, car owners.

This is list as of today (2013-08-17)

VW 501.01/505.00
Wolf Masterlube GTS B4 SAE 10W-40
Liqui Moly Super Leichtlauf SAE 10W-40
Meguin Megol Motorenoel Syntehc Premiun SaE 10W-40
Champion Superlube SL/CF B4
Castrol Magnatec Professional A3 SAE 10W-40 (PAZ)
Agip Sint 2000 SAE 10W-40
Delek Motorsynth SV SAE 10W-40
Castrol GTX A3/B3 SAE 15W-40
Rowe Super Leichtlauf HC-O SAE 10W-40
North Sea Lubricants Wave Power SL SAE 10W-40
Aral Blue Tronic SAE 10W-40
Chevron Havoline Diesel Extra SAE 10W-40

VW 502.00
Fuchs TITAN Supersyn SAE 5W-40
Shell Helix ultra SAE 5W-40
Cepsa Star Synthetic SAE 5W-40
Liqui Moly Leichtlauf HC 7 SAE 5W-40
ESSO ULTRON SAE 5W-40
Wolf Masterlube Synflow SAE 5W-40
Rowe Sy nt RS-i SAE 5W-40
MOBIL 1 SAE 0W-40

VW 505.01/502.00/505.00
Sonol Synt 505.01 SAE 5W-40
Eurol Turbo DI SAE 5W-40
Paz Lubricants & Chemicals Ltd Top Paz SAE 5W-40
Fuchs TITAN GT1 SAE 5W-40
Delek-DELKOL MOTORSYNTH TDI SAE 5W-40
Gulf Formula ULE SAE 5W-40
eni i-Sint MS SAE 5W-40
Wolf Masterlube Synflow PI SAE 5W-40
Castrol Magnatec Professional B4 SAE 5W-40
BG synthetic engine oil SAE 5W-30
Meguin megol Motorenoel New Generation 5W-30
Valvoline DuraBland Diesel SAE 5W-40
Liqui Moly Longtime High Tech 5W-30
Mobil Syst S Special V SAE 5W-30
Cepsa XSTAR TDI SYNT SAE 5W-40
Champion Syntolube PI SAE 5W-40
SWD - PRIMUS DXM SAE 5W-40
Redoil Italia Challoils SAE 5W-40
ARAL High Tronic SAE 5W-40
Motul Specific 505 01 502 00 505 00 SAE 5W-40
Chevron Havoline Ultra SAE 5W-40

VW 506.01
Mobil SHC Formula LD SAE 0W-30
Liqui Moly Synthoil Longtime Plus SAE 0W-30
Castrol SLX Professional Longtec Longlife II SAE 0W-30
eni i-Sint tech SAE OW-30
Elf Evolution CRV 0W-30
Fuchs TITAN Supersyn LONGLIFE PLUS SAE OW-30
ARAL Super Tronic Long life III SAE 0W-30
Chevron Texaco Havoline Synthetic 506.01 SAE 0W-30

VW 507.00/504.00
Swd Rheinol Primus LLX SAE 5W-30
Castrol Edge Professional Longlife III SAE 5W-30
Eurol Syntence SAE 5W-30
Gulf Formula GVX SAE 5W-30
Paz Lubricants & Chemicals Ltd Paz Extreme 507.00 SAE 5W-30
Castrol SLX Professional Powerflow Longlife III SAE 5W-30
Fuchs TITAN GT1 PRO C-3
Mobil 1 ESP formula 5W-30
Meguin megol Motorenoel Compatible SAE 5W-30
Liqui Moly Top Tec 4200 SAE 5W-30
ARAL Super Tronic Long life III SAE 5W-30
Rowe HIGHTEC ECOSYNT Longlife III SAE 5W-30
Champion Syntolube Longlife III SAE 5W-30
eni i-Sint SAE 5W-30
Shell Helix Ultra AV-L SAE 5W-30
Valvoline SynPower XL-III SAE 5W-30
Motol Specific 504 00 507 00 SAE 5W-30
Wolf Masterlube Synflow Longlife III SAE 5W-30
Delek Delkol-Synt Longlife PCMO SAE 5W-30