Modern diesels are not as reliable or long-lasting as their older counterparts.
Improved power, reduced emissions and better driveability have all had their effects on the complexity and therefore fragility of modern diesel engines.
I't more or less accepted that you need to run about 20k a year to keep them in top order or you may well encounter a big bill.
Failed injectors (800 ea), Turbos (800), Clutch (1000+) can all occur around the 100k miles mark in cars that aren't pampered (full service history with correct oil) and that are driven nice and hard regularly.
Popping out for a 2 mile spin for a pint of milk doesn't count for much unless you drive it hard for 50 miles every week to get the engine up to working temp and blow out the cobwebs, so to speak.
6-10000 mile service intervals are generally accepted to be the limit.
Old non-direct injection diesels, with no dual-mass flywheel or diesel particulate filter and a simple turbo (or none at all) would easily do 3-400k miles with just a simple oil change every 5k miles.
Things have changed.
If you do high mileage, go for it, if not, ensure that the tax is cheap and drive the thing.
BMW make good ones, but look after it or it will cost you.
The VAG 1.9l Diesel is antiguated now.
The 2L is nice and refined.
The 2.2 Honda is one of the best out there. reliability wise, it's prob the best of the bunch.
Peugeot (PSA) diesels are easily the market leaders in experience, so that has to count for a lot. The new 508 looks gorgeous too !!
I'd personally look at the Subaru Boxer diesels too. The Legacy is a lovely car and you get 4wd so all this handbags at dawn over RWD being rubbish in snow (which they are, btw, compared to FWD) is a moot point.