Very strong, long lasting engines.
A few things to keep in mind, tho.
You have to use synthetic oil (altho it doesn't need to be changed as often. 5-10k miles is recommended)
The TDI cycles fuel back through the fuel filter, to keep it warm, and keep fuel from gelling up in cold weather. This is a good thing. But this means that if you ever run completely out of fuel, you'll need to re-prime the fuel filter with a brake-bleeder (a mitymac hand pump) before you can drive again. The fuel filter is HUGE, and wont self-prime with a few cranks.
Diesels obviously don't need tune-ups like a gasoline engine, since they don't have an ignition, however, your 80-100k mile services are more expensive. A timing belt change is $500-800 depending on where you go. If you do it yourself, the parts are ~$300.
People will NOT turn on the gas pump for you unless you go inside the gas station, or they know you, because they will insist you're a jackass for wanting to pump diesel into your car. Can be quite annoying.
....I think that's about it. Very low service cars other than that.
And using an additive like powerplus anti-gel and cetane boost (available by the gallon, which is enough for ~300 gallons) will keep you trouble free, and in prime performance during the winter, and keep all your fuel system parts clean, and performing well all year round. And unlike gasoline, there is a NOTICEABLE difference between different quality diesels, so try all of your local stations, and find which one your car likes the best. The BP diesel supreme is by far my favorite, and with the powerplus, you'll quickly forget it's even a diesel.
Performance, noise, and smoke will all be drastically different between fuels, which is why i always recommend an additive.
Also check out
http://www.tdiclub.com for more info. (yes, the tdi engine has it's own site)