I've had 2 diesels in the past, very different experiences with them.
The 1st was a Lexus IS220d, if I'm not mistaken it was the first diesel produced by Lexus at the time, which meant they slapped in a Diesel engine in from a Toyota and left it, not tuning it for the model's performance. This meant I averaged around 28 mpg which actually cost me more than if I'd gotten the petrol IS250. Even if I drove super economical if only get 32 mpg. I had it for 2 years, and in the last 4 months, I'd put in about 10% used cooking oil. And then there was a period of 3 months in which the car would clap out; I'd be on the motorway and all of a sudden it'll slow all the way down to 20mph, and stay at that speed. It took the Lexus garage 4 goes to finally figure out the issue was a faulty piston, in the meantime I actually got to know the RAC recovery guy on a first name basis from the number of times he's had to tow me (great coincidence that it was always the same guy on duty), and getting to drive numerous brand new courtesy cars.
The 2nd was a Freelander 2. Being on the slightly heavy side, I'd still get better mpg than the Lexus. The torque was just great.