I think you have to look very carefully at the whole picture.
My last car was my first foray into diesel ownership. I replaced a petrol 30 mpg (9.4 L/100km) Alfa 166 for a diesel 40 mpg (7.1 L/100km) Citroën C6. I was looking forward to 1,000 km trips between fills and cheaper fuel costs.
Yes, the fuel costs were less but like with most car ownerships the biggest loss was the depreciation. Insurance and VED were more. It would have been vastly cheaper to have kept the Alfa V6 and poured petrol into it.
Furthermore, in the UK diesel was significantly dearer than petrol during my ownership of the C6 so the actually saving on UK roads was minimal, if at all. It was only on French roads I saw a saving.
It's very easy to be lulled into thinking "I have an economical car, therefore my motoring costs are cheaper" but that's not necessarily so.
You need to carefully consider: respective fuel costs where you do most of your mileage, purchase and likely resale costs, local vehicle taxation, and of course maintenance. Modern diesels can be very fragile things with lots to go expensively wrong. Once you've settled on a model then find its forum and check what problems others are having with it.
For example, Google 'BMW swirl flaps' and be informed.
Another left-field suggestion would be a modern petrol. I raved about it before here, I had a rental petrol 1.2 Ibiza for a month this year and I couldn't believe how capable that car was. It could do everything: motorways in comfort, easy parking, packed with all mod-cons, decently fast and after a month's daily motoring I couldn't believe it would only take EUR €50 of petrol to top it up. If I was looking for economy I would seriously consider one.