The dsg gearbox in my opinion is fantastic and is easily the best auto on the market in my opinion :)
if you are looking at an Audi with dsg make sure the gearbox has been serviced correctly - at the right time/mileage and that the correct oil has been used. I say this as the dsg gearbox can be expensive to fix.
Also on a test drive make sure the gears change smoothly both in manual and auto modes -e.g no juddering, jerking or hesitation when gears are changing.
Cheers :)
steve