I had the same problem as you.  The heads were shot.  What happens is 
that  the heads don't leak coolant, but let air into the cooling 
system which then slowly builds up causing a 'vapor lock'(?).  The engine 
stays someowhat cool at high speeds due to air flow.  You'll also 
find it cools when going downhill.  The fill tank gets so full due to 
extra pressure being injected into the system.  My van would go for 
about 1000 miles before it started to overheat again, at which point 
I could bleed the system and go another 1000 miles.  I did the 
thermostat, rad fan switch, water pump, coolant temp sensor, 
expansion tank gasket and everything before conceeding defeat at the 
hands of the awful heads.  Once they are done use new VW antifreeze 
though, and change it every two years to maintain anti-corrosive 
characteristics thereby extending the time between head jobs.
Good luck.
Also maybe only 1 head is shot.  I found out which one was shot in 
mine by blowing compressed air into the spark plug holes until the 
coolant started bubbling.

brian.