What's this box like in terms of staying reliable, do they have a certain fail rate mileage like other gearboxes?

And is the fuel consumption much different from a manual?

I've never had any catastrophic problems with mine since getting it 40k miles ago. Its just due a gearbox oil change now.

Only niggle i have is when the engine is cold, it sometimes jerks when changing from first to second whilst accelerating hard (i work near a motorway junction so have to accelerate from cold)

Fuel consumption is a bit worse with DSG, as are emissions. That may be because its such an easier car to drive harder though