DSM's are great cars if they're taken care of. They have a reputation of being prone to failure, but this is by people who beat the living piss out of them and don't do regular maintenance.
You getting a FWD or an AWD tsi? (just curious is all). I've had a few AWD dsm's now and and my Evo 8 and I've enjoyed them all.
The most crucial and common area of failure I've seen is the timing belt and balance shaft belt (unless the balance shafts have been eliminated). It MUST be changed every 60k, otherwise the car is a ticking time bomb.
Also, as this is your first turbo car, remember to use good oil and to always warm up and cool down your car for 30 seconds to a minute to aid in the turbo's longevity. Also, avoid the cheap oil filters (i.e. napa and and pepboys' brand and such). I've seen a couple of them fail with catastrophic results.
For any questions you may have about them, there is a DSM VFAQ online that is extremely useful as well as quite a few dsm forums with some very knowledgeable people.