The T'regs are expensive, and the V10 version is about as high as they got. Most were about $70k when new... 10 years ago.
I don't earn enough income to keep one on the road, even if you gave it to me. And while the V10 is a trip to drive, they really are not at all practical (but most SUVs aren't really). The B6 wagon has more interior volume, and had an AWD option if that is what you needed, and will use less fuel getting around.
The T'reg is decent off road, and is capable of towing quite a bit, but for the money you could buy 2 used F250s.
As a Volkswagen fan, I have to admit it would be neat to have the V10 beast tucked away in the garage, to bring it out to impress friends and family, but that would be the extent of its real-world use for me.
If you want a "larger TDI", a B5 wagon would certainly fit the bill, and while no Volkswagen is "cheap" to own or maintain, the BHW Passat would seem like a Civic in comparison to the T'reg.