Most everything is anecdotal in nature, very little hard data to really go by. BUT, some people have documented full operating costs, and one such person has been doing so for nearly 15 years; his work can be found here (awesome recording/reporting!):
http://forums.tdiclub.com/showthread.php?t=400753
I do this will each of my cars and always have. My sedan has 10 years of data on it, with every fillup, oil change, maintenance or repair of any kind, and even side notes, like vibrations or noises popping up. It's why people not only don't mind buying an ex-TDI of mine, because they know what I know and what it is, they seek me out and ask if any of my cars might become available.
I owned a B4V for a few years and sold it to W386. It had the maintenance history going back 264,000 miles, sporadic before that. Everything I did was labor and little parts, everything the PO did was parts and little labor. In 180,000 miles the PO put over $24,000 into it having dealers and garages do any repairs, some were guesswork and needless, which is why she sold it. She thought it was a money pit. It was and still is a very reliable vehicle or I wouldn't continue to let my dad drive it. But in no case was anything a mystery or a catastrophic failure.
I would jump into either one of my cars and head to Florida tomorrow, no question. Well, once the suspension and timing belt are replaced on the wagon, but I've been fighting anaplasmosis, so I'm a little under the weather still. My point is, with care and a little money (I've spent most of mine on upgrades), these cars will be reliable well past most other cars in the junkyard, and still return good power and economy. It's not rocket science or voodoo.
Yes, these are hobbyist cars now, and anyone who thinks otherwise is fooling themselves. They can be cheap with good parts and simple maintenance or they can be expensive money pits to those less knowledgeable. There is no better mechanic than the owner of the vehicle, because no garage will take the time and spend the extra care on it like an owner. That's not a slam on the many reputable mechanics on this board, on the contrary, I've seen them take care of an owners' car like it was their own. But even they have limits, and those limits are the extent of the owners' wallet. It's not their fault since they are in business and their time, facilities, and knowledge are not free. But an owner can take the time and do the little things that can matter in the long run: never-seize or loctite (or nothing), better or mediocre parts, chase threads, wash components as they go, and touch up the little things that the garage who charges money could not do without bankrupting the client.
The ALH is considered to be the best TDI built, able to receive upgrades easier, produce good power for little money, and go further than most any other TDI, although the last statement is constantly being challenged by other models. Case in point is Nutsnbolts, who has 575,000 miles on his ALH and is still going strong. Many others are over 500K as well, as evidenced in the
500K Club.
Next be sure you don't fill up with gasoline. Lastly, TDI stands for Turbo Direct Injection. 
