Diesel is really coming of age now, a lot of the NA engines are still rubbish, and at the bottom end of the engine range ( sort of 1-1.5l motors ) you still get more with petrol. but move into the 2l turbo diesel range and you start to get some serious fun for your your money, blinding acceleration, and masses of torque, plus more MPG for the power that you are able to put down.
Think of some of the big 2.5 - 3l diesels in things like the Alfa 159 Q4, cracking engines, even before a remap, faster than the comparable petrol models, and more economical, plus bizzarly, they are still cheaper to insure, (an oversight that im sure that the insurance companies will soon remedy, tuned diesel premiums on the way.), they may be more challenging to tune, but with developments in uprated hybrid turbos, better exhausts, and less suffocating filters ect ect ect, there is certaintly advancment in the field.
It holds true that you get for what you pay for, if you by a cheap diesel, with no turbo, youll probably end up dissapointed.