I've had a 03 Golf TDI that, aside from needing a steering rack at 80k (DIY at about 500$ for the part, plus an alignment) and now needing a brake booster at 130k, has only needed regular maintenance (including brakes and timing belt) and a couple small items (glow-plugs, brake-light switch), none of which were more than a hundred dollars to fix.
The key to owning a VW post-warranty is to find a trust-worthy indy shop for any work you don't want or can't tackle yourself. For TDIs (are there any Volkses that aren't TDI
?), this http://forums.tdiclub.com/showthread.php?t=130044
is helpful. A lot of boost-related check engine lights result in dealers throwing a whole turbo assembly at the car, for a couple thousand $, while more careful diagnosis will often reveal a faulty pressure valve or actuator, which can both be fixed for much less.