Okay, my bug has started making a low frequency roar when it is under a load like going up an incline, mountain or accelerating on a level road. This roar is also causing a slight vibration to the whole car. Out of gear the engine sounds fine so I don't think it is that, I thought maybe the clutch but there is no problem shifting gears - the clutch seems to engage just fine. That leaves me to wonder if there is a problem with the transmission? Does anyone have any troubleshooting tips short of dropping the engine? This is my only vehicle so I need to make sure she stays up and running.

If you haven't changed it or had it changed in the very recent past, I'd start by changing the gear oil in the transmission like Herb said.  Remove the FILL plug first.  If it hasn't been out since it left the factory, you might not be able to remove it . . . if you pull the drain plug and can't remove the fill plug you'll have to flip the bug on it's top to fill the tranny.  #-o