Having just recently gotten a Diesel car I can tell you it's awesome.
We get 35-45mpg and pay less for gas than Unleaded. Also Diesel gas is much more stable in price.
Living in western New York we deal with cold, the car always starts, even at -15f.
Living in a city, gas stations are harder to come by, but once you know what ones you can and can't go to it's not a big deal, it's just a matter of not being able to go to ANY station anymore.
Also, it is not loud (maybe a little louder when it first starts up in the winter).
It also has awesome torque. That thing can really really accelerate.
All in all I would highly suggest more people in the US consider it, because it isn't as weird and uncommon as many people think. Now that I own one, I see them everywhere, you just gotta know what to look for!
Just thought I would put that out there, to anyone who may be skeptical still, they do work, and they work well!