Cambelt / Tensioners/ rollers and water pump mate... Don't settle for anything less...
Apart from that, just check for excessive smoke when you put your foot down and any errors when you do the same coming up on the information screen like MCSF etc.
The EGR valves and MAP sensors get clogged with soot very easily (thus the smoke) but easily rectified with a good clean up on both.... It pays for itself in improved fuel economy!
Turbo hoses, check for any splits, they can reduce performance and cause great plumes of black smoke... Fair enough, its a diesel... But they should have no real reason to smoke with all the valves and sensors working properly
Clutches and DMF, just make sure the clutch isn't riding high and there is no dull thud when changing gear... It gets very expensive otherwise.