I picked one up not to long ago also. Had an 09 tdi before that
As mentioned above, inspect the cam:
http://www.myturbodiesel.com/wiki/camshaft-lobe-wear-inspection-and-replacement-on-tdi-pd-engine/
Take the lower intercooler hose off and see if you have any oil build up. If so, clean it out/drain it
Take the intake valve (between the intake hose on the left and intake manifold) and inspect the carbon build up in the intake manifold.
Replace the timing belt, tensioner, water pump and idler roller if you don't have proof of the last time it was done. This is an interference engine so a failed timing belt means big $$$
Get yourself a genuine VCDS cable. You can't do much to the car without one. Save you many trips to the dealer
With vcds, set your cam timing to "0" or up to "+1" until the engine idle smoothly when cold. Even if it idles smoothly double check the torsion value (cam timing) is within spec