1) I don't think there's any way to check whether there's a problem with the DPF; but if there's a problem with the steering it would probably show up in the test drive, if you make a point of trying the car on full lock (juddering, screeching). The paintwork would be obvious, but apparently not likely to be a problem unless it's red. Good thing about buying a three-year old car is that most of the existing problems might be expected to be sorted out by now; providing of course the car has been well looked after (check how many owners, and whether the services have all been completed on time; for a 2007 car with 60,000miles on the clock it should have had three services by now - if any of them have been missed or "done by the owner" I'd be sceptical).
2) On mainly urban driving, the car will return poor economy. It's up to you to decide if this is an important factor, but I wouldn't say "avoid the JTDm"; the 2.4 is a good car, I have one!
3) I haven't got any particular tips...Just all the usual stuff you would look out for when viewing any second hand car (look at a motoring website such as AA or RAC for a list of things to check)
4) As long as all the services have been done, the main thing would be the cambelt; it's down in the owners manual as needing changing every 90,000 miles, but most people would be thinking of having it done earlier - probably the 60,000 mark. I haven't had mine done yet, but from speaking with the mechanic who normally services my car, it's a big job - 6-8 hours, so it's fairly expensive (Alfa dealers want around £1000! Independents do it for more like £500).
5) If it's possible to check the condition of the discs and brakes, factor these in to the price you negotiate; the discs and pads are fairly expensive, and the rear ones wear down surprisingly quickly. Tyres will be expensive too, so check the condition of these thoroughly - across the whole of the width. Some cars apparently have incorrect geometry setups which scrubs the tyres on either the inside or the outside, but I've also been told by several mechanics that it's almost a feature of the car to have uneven wear (i.e. you can fiddle with the geometry several times and still find uneven wear).
Check the optional extras too; not all cars have parking sensors; not all cars have the Blue and Me MP3/Bluetooth systems; not all cars have rain sensing wipers and automatic headlights etc.