Ha ha, is it worth it.
I live in Maryland, tropical by comparison to where you live, I only use it when I know it will be less than 35F when I drive to work.
It is the weirdest thing too, having this car for 6 years u get used to how it feels when ran in this weather. Now I get in and the engine and coolant are totally warmed up and I would have no idea I was driving my car in the winter by listening to it.
In response to your question, I beleive it would make ME save fuel. When my car would be real cold I would tend to rev faster and stay in lower gears for longer in an attempt to make the engine heat faster.
Also I beleive the engine works a little harder when cold.
End of the day, the Tdiheater will give you comfort, wear your engine less, and even prevent ice buildup (remember that this heats and pumps the coolant, therefore it heats the engine block too, heat eventually radiates to the hood and windshield).