I am a bit sad performing my uDig 1.2.0 release and being unable to verify it works against GeoServer 2.0.2.
The capabilities document listed by: http://localhost:8080/geoserver/gwc
The link is correct:
However the result does not include the required VendorSpecificCapabilities describing the tileset (ie it is not a WMS-C service description and thus cannot be used).
The required section is outlined here http://wiki.osgeo.org/wiki/WMS_Tiling_Client_Recommendation
I have attached the produced capabilities document for your reference.