I am due for a service on my transmission as well, and will be doing both internal and external filters. Filters with fluid should be around R2300 or so, which is cheap insurance for these gearboxes. Bearing in mind I have the Crappy Valueless Transmission version (Multitronic) so I don't think it's long for this world anyway, but if when it goes, I am going to attempt a Tiptronic conversion on it from a Quattro model.
The filters on the DSG transmissions are even cheaper, I think around R300 for the kit the last time I checked? Probably a bit more at the agents. And then some more dosh for the fluid, but it's definitely recommended to keep on top of maintenance with these units.