If you want to see your EGT and if you have VAG-COM, open Measuring Block 099.
The factory EGT limiter is set at around 800C (1472F), depending on ECU software version. I often see 2.0L CR TDIs reach 790-800C with no modifications. That is during a basic 3rd gear pull on flat and level road, with two occupants as the only load. Fairly cool weather up here in Canada too. It's possible that while towing a trailer you will be bouncing off the factory EGT limiter frequently, but it usually happens without you knowing it.
I don't usually change the EGT limiter in Stage 1, but for Stage 2 I sometimes raise it from 800C to 900C (1652F). The Stage 2 tune is strong enough that the EGT limiter could be reached by 3000 RPM during a basic 3rd gear pull (no load, single occupant). The ECU will automatically limit fuel to prevent your EGT from consistently going over the limit. This is a very good feature that pre-2009 TDIs do not have.
The general consensus on TDIClub for safe EGT limit (for older TDIs) is 900C / 1600F. The new CR TDI turbo is supposedly rated for 1080C (1900F) sustained, but I have not tried going that far. I feel that 900C (1652F) is high enough, and it's still well below what the stock turbo can safely handle. At least ~95% of of my clients went for the Stage 2 tune, many of them with DPF. The first CR TDI tuned (with Stage 2) was in March 2009. At the time of this writing, not a single customer has reported a problem so far. Not even a single DPF failure.
A straight-pipe exhaust (removing the DPF etc.) seems to lower EGT by 50C (~100F). I believe the EGT will drop nicely if the turbo is upgraded.
Cheers,
Mark