DSG is a massive compromise as an auto, its trying to pretend to be an auto by using two clutches (bloody expensive ones to) and effectively an odd and an even gearbox with servos to do the shifting. It was only really considered as Auto's of the time were lossy but, this has long since been addressed with Autos supporting lock up in most and many all gears, and you can't beat a torque converter for coupling to an engine. They can give one fast upshift (as the box sits with the next gear up engaged on the parralel box), a second shift will not be quick and downshifts are also laggy as the second box has to make the shift and then action the change.
So you end up with a very heavy and complex gearbox, with twin clutches, a much more frequent service need (and sadly many dont bother!), and one that has slow downchanges and double gear shift actions.
The DSG is not actually new to VAG, its been around for some time and it was really Borg Warner that pushed to get it to the main stream (contary to popular belief) as they were lagging on the classic auto box front (difficult to compete with ZF and Aisin)
Would I have one, well if your set on a small/medium VAG products (they don't use it in the bigger more capable models e.g. RS6 etc) with an auto then you have little choice, would I want one, no, as conventional Autos are much better and require much less care.........they are also cheaper to sort when they go wrong.