OK then. The Golf GT TDi is in my opinion the best of the bunch - my mate has had his remapped to about 195bhp and he gets 50-65mpg out of it! 0-60 time is (he claims) 6.x seconds and it does seem to pull well. His insurers didn't even bat an eyelid when he told them it had been remapped! Diesels do tend to have lower insurance groups than petrol equivalents so it is a good way to go.
Hang on a minute - now I'm at it. Promoting Diesel ownership is HDi funs job. You can get some info from HDIs article on diesel tuning in our tuning section and that will give you a good overview of what is on offer out there.
http://www.torquecars.com/tuning/diesel-tuning.php