I am a fairly active member on a GTI forum and from what the people who have DSG GTI's have to say, over the last 5-6 years or so is that the gear box itself, and the clutch packs are absolutely bullet proof. However there have been some issues with the control module (mechatronics) that results in jerky take off in 1st and reverse when it get hot. So far VW have been very good at replacing these either FOC (as long as the car has a FVWSH) or at a substantial discount. The DSG fluid has to be changed every 40k miles and people are reporting that the difference is noticeable afterwards. I would imagine Audi would take the same position as VW (they are VW after all!)
The faulty mechatronics seems to fail early in the cars life or not at all. As said though, I would try and get a warranty on the box as part of the deal just in case.