Kenl
I think this is a good thread to start.
I have noticed my MPG anywhere from 53mpg to 40mpg over a tank of fuel, depending on driving conditions amd more importantly style. I live near Milton keynes which is roundabout city, and if I have a spirited drive from one side to the other get low 40's mpg.
My point........... I previously had a passat 1.8t. This car on a similar drive would get low 20's mpg, but on a good run could get 40mpg. The diesel does not punish you as badly for aggressive driving. The low figures you are seeing for diesels are in all probability due to 'faster' driving. Stick to 60-70 mph/ gentle accelerating etc and you will easily get 50mpg +.
When I first got mine I was desperate to get the best MPG (company pay me 13p a mile for fuel) so that I could make more money. But, the enjoyment to be had with the diesel torque far outways the slight degredation in economy, and at 40mpg I am still making money [

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The last thing to consider is residual costs when the time comes to sell - diesels are the thing to have and obviously the 2nd hand market will compensate you for that.
The only downside to the GT Tdi model for me is the high insurance - 14, whent the Audi A3 is only 11.
Cheers