All correct answers.
I have a PD170 and only last week had to change a common fault with the DPF sensor, only £90 fix.
DPF's were put on Diesels around 2006, an easy way to tell is to look at the tail pipes, if they bend down at the tip toward the ground = NO DPF, if the tail pipe is straight you can assume the car has a DPF.
Most new late 2008 & 2009 TDI will probably be Common Rail (CR140 - CR170)
The DPF only really cloggs if your not doing many miles, so if you plan to use on short day journeys DONT BOTHER!
UNLESS..........
You want to have the DPF removed and a full replacement exhaust system fitted? Miltek seems to be the most popular choice but also be ready for the hefty price as not only will you need a full system you will need the car re-mapped to get around the lack of a DPF and the sensor alarms etc..
I too was worried but touch wood! Not had any majour problems but then again I do have an hour journey to and from work every day!
One last thing GO DSG!