I have had good luck with C.A.R.S. (Complete Auto Repair Specialists).
The guy who owns the place used to be the service manager for Desert Audi and most of his techs are VW and/or Audi certified. They appear to do good work and they are considerably cheaper than the dealership. They are not far from McCarren Airport. I usually change my own oil and filters, but I have used CARS to do everything that I was too busy or too lazy to do myself. They have also done some work on my wife's Honda (with good results).
More info:
C.A.R.S.
4676 Wynn Rd
Las Vegas, NV 89103
(702) 823-2277
www.carsnv.com
I have heard rumors that Wolf DMS has gone out of business, but I cannot confirm this because I have not talked to Wolfgang in several years.
There is also a guy on VWVortex called "Davespeed" who has a shop in town. He knows VWs very well and he is well respected, but I am not sure how much he knows about TDIs. However, I would definitely trust him with any non engine repairs.
Have Fun!
Don
P.S. I know nothing about SoCal shops.