people have installed xenon kits into normal halogen reflector headlights (not recommended). Really the only legal way to do it is to do the whole lot - bixenon headlights from factory, headlight washers, level sensors on front and rear trailing arms, proper xenon controller module, have it all wired and configured and programmed
Others have simply retrofitted xenon headlight units into their cars which would be the best solution. It's possible, but why not just find a car with the proper set up? There's a lot of info on this on
www.vwvortex.com
Others have put in aftermarket xenon kits into aftermarket projector headlights which produces a lot less glare than the halogen headlights.
The aircon compressor is a common failure item across the VW range from 05 to 08. When test driving a car, you'd want to turn the aircon to cold and expect cold air within 20 sec. It's a bit hard to test in winter...
The diverter valves relieves pressure in the intake side of the engine when you need it discharged quickly - if this valve is not working then it could prevent boost, loss of performance. These valves are around $100, the latest revision from VW should be quite reliable.
DSG mechatronic, you'd have to do a search on the net... basically the controller of the DSG needs replacing. In some cases owners have had these replaced free of charge even after warranty expired as it is a common problem.
You may find a car with none of these issues, with all of these issues, or with all of these issues fixed by VW... hopefully this will help you make an informed decision. Also check the service history, especially if the tooth belt (or timing belt) is due for replacement, this is a big service