Hi RedUp.
For the vibration, try pushing the mirror onto windscreen boss firmly. Be careful not to push too hard though as it's bonded onto the screen and could break off, possibly taking some of the glass with it! There is a retaining tang on the mirror stem itself that should latch into the recess of the boss and lock it into position. If this is not the case, check that the retaining tang isn't broken or stressed, giving you no retention. I have seen both cases at Toyota Manufacturing in Derby where I work.
Also check that the mirror body is sat onto the stem "ball" fully, like a cup and ball for example. It could be that the retaining lugs in the mirror body have been stressed when fitted etc.
To refit, use a bit of silicon spray if you have some, but not too much on the ball as it could make the mirror body loose again.
Changing the mirror should be possible, but it would most likely have to be a "manual" one, as the electirical ones have a different type of boss and the mirror is screwed onto it. You would have to check the boss width and height aswell as it's shape/profile as some manufacturers use different shaped bosses that usually have the mirror slide onto it, but the shape can vary. You might be able to get a Polo or Golf one to fit, as usually to save cost parts sharing between models is quite popular to save money.
If you still want to change it then do your home work. Unfortunately I don't think that the VWelectrical "auto" dimming ones could be retro fitted because of the extra wiring, ambient light sensor etc, plus it would be reasonably expensive. You might be able to get an aftermarket one fitted, but will probably have to be fitted by an auto electritian and would still cost quite a bit.
I hope this helps.
Matt