I was looking at older Ford Mondeos, which mostly come as diesels. I decided against it due to seemingly endless reports of dual mass flywheel failure & injector failure.
Particulate filters becoming clogged is a well known problem, particularly for cars used for town driving so the exhaust doesn't get hot enough to burn off carbon deposits in the filter. Probably the worst problem I heard of in this respect was the Mazda 6, where the engine's attempts to burn excess fuel to try to clear it could result in diesel contaminating & overfilling the engine oil, potentially causing severe damage.
Maybe it's all just the inevitable trouble you get with a new technology and the new ones are better, I don't know. But I prefer to buy second hand and let someone else take the big depreciation hit in any case.