What you need is going to be determined by your driving needs. If you do city stop and go with lots of short trips and no weekend or evening jaunts to Vegas then a small gasser might fit your bill. If you want to zip up through the Mojave Desert at speed and only fill up once on the round trip to Vegas then a TDI might be the answer.
TDIs excell at highway speeds and lots of long trips, the engines, if maintained well, last for 500K plus miles and the cars retain their value. They are fun to drive, look sharp and have lots of available, affordable modifications to make them better.
I like the A4 models 99.5 - 03, and of those I prefer the 03 with is 100K Timing Belt system. All the A4s can be upgraded to the 100K Timing Belt so that is not a major factor. Can you buy your TDI in Mexico and bring it north of the border? They might be cheaper (guess) down there, the fuel definitely is.... You will probably want tinted windows and good A/C, heated seats - not so much....
Welcome to the club, lots of stuff to read in here and lots of info....
Dave