To counteract everyone elses' testimonials, I've found my '10, bought new, has paid for itself. Of course, I'm somewhat of an exception though, driven 18,000+ miles in less than 8 months. 2 months of those were spent deployed, but that's part of being military and a geo bachelor as well I guess.
8 Oct '10 - 1 June '11 = 7 months, 3 weeks
18,200 miles
2294 mi/mo
76.5 mi/day
average price of diesel = ~$3.75
average price of gas = ~$3.60
18,200 miles at...
TDi = $1516 (18,200mi/45mpg*3.75)
DD before TDi = $5460 (18,200mi/12mpg*3.60)
(car payment DDprior-TDi car payment)-(5460-1516)= $3674/mo
So, even paying more than 2 1/4x more per month in car payment for my car, I WAY more than make up for buying a new car instead of driving the truck I had, that was about to paid off. Even paid off, I would still be over $3k a month I don't spend, simply on fuel.
I have yet to see any average tank less than 45mpg, it's usually 49-52 that I pull. I'm driving a sedan, it's a m6, and I'm driving for the best mileage, but still, saving tons of money. $3k a month ain't bad, because filling up a 26 gallon tank every 250-ish miles sucks compared to the 650-725 miles that I take filling up my 14 gallon tank with diesel. I love when people tell me, "Diesel costs more than gas!" Yeah, it does. I'll gladly pay that extra 10c for the mileage I get.
Drive one and then make your judgement. Moreso, let the car make it's decision about you. I drove a brand new '10 Golf TDi manual (the only diesel stick they had on the lot) and I was sold. Had a hell of a time hiding my smile from the salesman.