The DSG is extremely durable. The '06 is likely to need a new DMF, though it's likely it's already been replaced. Mechatronic unit(the brain box for the transmissions) can fail, but it's pretty darn rare. Transmission fluid needs to be changed more often, but the flip side is you're less likely to ever need to change the clutch.
The '06 is the non common rail version and has no DPF. If the factory cam hasn't been replaced, it'll probably need it. Engine harness replacement may be needed someday, or fixed. Door harness can also be an issue, and a loose ground here or there. When those issues are addressed, they're pretty damn reliable cars and many people have well over 400k miles on them. My city fuel economy isn't as good as my old ALH, but my freeway fuel economy with the DSG and power mods is consistently in the 50s.
The 2010 is the first year of the common rail. I had a 2010 Golf and it was the most trouble free vehicle I ever owned, and I even own a Cummins. I got 140k miles out of it without turning a single wrench for anything outside of basic maintenance. With that said, these are complex engines and have complex emission systems. There's a very slight chance of a HPFP failure, but if it happens, it's thousands of dollars. Fortunately, the new emissions fix I believe has a warranty for the HPFP. The emissions components(except DPF filling up with soot and needing clean or replaced) are almost entirely covered under a large warranty. And frankly, frequent freeway driving will keep it happy. The newer DSG is less likely to have a flywheel problem.
