Any 5W30 504/507-spec approved oil is fine for the engine, of which you'll need approx. 4.5L.
As for the filter, get a known European brand, like Hengst, Mahle, or Mann. Genuine filters are only $25, if you can't be bothered sourcing something else. Don't use Ryco or Wesfil in these. They're rubbish and the O-ring they supply is too small, which leaks.
DSG oil, you'll need to hunt around for. Genuine is priced off the planet, at around $55/L, and you'll need 5 of them. Non-genuine like Liqui-Moly, Febi, and Swag, are around $30/L. There's a filter on top of the gearbox, and genuine is the cheapest, I've found, at around $40. You'll need to source the specifc filling hose and fittings to replace the oil, as it's gravity-fed from the bottom. The procedure is pretty simple, and has been covered a few times on here, and elsewhere.
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