The DSG oil change is at 40k or 4 years if T&D service schedule, involves new oil and filter. Think it takes approx 6 litres of oil, so most of the cost is oil, and it appears complex from couple of DIY guides I've read, so probably best left to dealer.
On your M3 SMG comment, its a totally different system, the SMG is a single clutch. Most SMG problems are the hydraulic pump and control unit. Its a constant talking point on M3 forums, bit like here , what is best manual or SMG/DSG, but I do not think the SMG's overall are a high failure rate, and it is unusual to hear of a SMG complete gearbox failure, and those things get really abused, but you really cannot compare the 2 systems.