If you don't know about the models, let me break it down for you.
Passat (older style) 96-97
Jetta (older style) 97-early 99
Jetta & Golf (newer style) late 99-2004
Passat (newer style body) present model year only
These are the years in which the TDI engine is available in VWs. Note that no Golf was available in TDI form until the models changed to what is known as the MK4 chassis.
If I were to get a newer car, I think I would go with a Golf, as I like the hatchback style, etc. I have an older style Jetta, though and like the car a lot. The MK3s are easier to work on in the engine bay, with the exception of oilchanges which are easier on the MK4s if you buy an oil extractor.
The early MK4s have problems which were ironed out as the years went by. The earlier MK4s also had a timing belt which doesn't last as long as the newer ones...but this isn't a big issue, as at the next timing belt change you can buy the parts and easily put the newer style belt on the older engine.
As well, the PD engine is the newest one to hit our shores, and is available only in the 2004 models and up. They are slightly stronger, and FEEL stronger, as they have a pretty flat tourque curve, but some seem to suffer just slightly when it comes to mileage. These are early numbers, though as many of the cars really haven't been broken in that much, so mileage should increase after a while. Some people are claming about the same mileage on a PD that I am getting on my older TDI. (I am at about average, with 49 MPG pretty consistantly)
In the end it comes down to what you want, what size you are looking for, and how much you want to spend.