Just sold my S3 due to doing too many miles to justify the petrol cost, I've bought a tt tdi and can't say I've regretted it yet, its comfortable, returns between 45 and 55mpg on most journeys and looks good with it. I've had a BMW 330d and it almost crippled me with things going wrong and ate rear tyres.
I got a great deal from Audi so pay less per month than I did for the s3, have half the car tax and close to twice the mpg. I would add that we do still have a petrol golf for weekends though, not sure If I'd drive a petrol in the week and diesel for weekends does seem a bit the worng way round but you know the reason why you want this better than anyone else.