Shawn.....having the accessory wire connected to a permenant feed shouldn't make any odds if the stereo is switched off, bit wierd

Obviously the permenant feed should see a minimal current draw so the stereo retains its memory.
Now...
davsmith64 if your confident your alternator and battery are ok, as Shawn has said, you need to do a current test and see if theres any excessive drain.
Your battery light, thats usually caused by high resitance in the ignition circuits, its very common to the MK3's, where there is a high resistance a difference in potential is created between the voltage in the ignition circuit and the voltage at the alternator output, hence why the bulb glows dimly, my cabriolet actually does this, as have most of my Orions, not really something ive ever done anything about as it doesnt prove to be a problem really.
And your heated screens, for now i would remove the relays to eliminate them from the equation.
And lastly........your alarm.........you say you've disconnected it? This will sound rude but is your alarm a bit of a crap one, any half decent alarm you won't be able to disconnect/turn off