Hi,
The engines in the current Polo (9N) are, as far as I know, not more prone to failure than the average TDI engine.
You can find a well-stocked forum dedicated to the 9N model, including all sorts of potential issues that the car might have, at the following address:
http://www.polo9n.com/phpBB2/index.php
EDIT:
However, the technical level there is more in the realm of "typical car forums": about 10% consists of exaggerated claims about maximum speed, about 50% is about visual modifications and showing off, with some Hi-Fi systems thrown in... but there are also some useful pieces of information, especially in the "problems" forum and the technical database.