Apologies in advance for boring, black smoke content, sorry

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At the moment I have a Golf Match 1.9D (1Y engine code IIRC) with a 4 speed box, I bought it as a cheap runabout after I drowned my Disco in deep water so it didn't bother me.
Now though, I'm due to start a new job and I'll be covering 560miles/week just for work, my first intentions were just to fit a 5 speed 'box and be done with it. I'm now considering fitting a TD engine of the AHU variety while I'm farting about under the bonnet.
What's involved with the swap? All I can think of is an intercooler and turbo piping. Is there anything else different? Would a TDi give me more miles? I'm looking to break the 600mile/tank mark

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I'm aware I could buy a TDi Golf but they all seem to hold on to strong money

, besides, apart from a dodgy sill my car is fairly sound.