I own a 2004 Jetta wagon TDI and think it is the greatest thing since sliced bread. Apparently the motors were changed the following year and are not as good??? I get 800 - 850 kms on a tank and it costs ~$60 to fill. As well, the oil change interval is 12,000 km, at $80 a pop. Works out cheaper than a dino change every 5000 km.
Bear in mind every 120,000 km you have to change the timing belt and water pump, around $400 - $1200 depending on where it is done.