I have a 2004 VW Golf TDI with 115K miles on it. Other than scheduled maintenance, I have had very minimal maintenance expenses. I think the only non-scheduled maintenance fix was a mass air flow sensor, and even that was sort of optional. I get an oil change every 6 months in a good year, and once a year in most years now that I'm driving less. I am horrible at car maintenance and this car seems to take it well. I had the timing belt/water pump replaced and it cost around $900. I've replaced one glow plug (did it myself). I've driven over debris on the highway (wooden pallets that fell off a truck), up mountains, on ice, through snow, and it handled everything like a dream.
I had this car when I lived in an area that frequently had sub-zero temps and had no issues starting it up (it was sometimes a hard start, but it always started). The car handles well and is fun to drive. People are often shocked when I tell them we are riding in a diesel car.
I really love this car. I would buy another.
I get about 38-42 mpg city driving. Highway miles are better (don't have an exact number). Mine is a manual, so that probably has an impact.
As far as resale goes, I've had complete strangers knock on my door and offer to buy it from me. I also have two friends who would buy from me if I decide to sell. Having a list of buyers who want to buy your car before you want to sell it is pretty cool.
As far as fuel expenses go - you could always convert it to run on straight vegetable oil. Restaurants are more than eager to get rid of old cooking oil. Free fuel. :) But yes, diesel fuel is more expensive. It costs me $50 to fuel up, and I do it once every 4-6 weeks.
Cons - diesel pumps are always disgusting and you probably will get diesel fuel on your hands. When traveling in unknown areas, you don't want to run low on fuel because not every gas station sells diesel. In certain parts of the country this seems to be a bigger issue than others. I discovered this the hard way.