We have had two new TDI's; a '98 Jetta GL 5sp and the current '01 Jetta GLS auto.
With the '98, I had two real problems. I lost the IP at 48k due to bad fuel. Around the 65k, the manifold became carboned to the point that it starting going into limp mode. IMO, the manifold cleaning is a real PITA. Over all, it was a very good car that was totaled way before it's time. My low mileage was 39mpg, high was 55mpg, and a lifetime average of 50. 1mpg over 120k.
Which leads to the love-hate relationship of the '01. When the '98 was totaled, all the available new Jetta TDI's were automatic. We really needed to replace the '98, so we bit. I really HATE it. The auto seems to rob the car of an ungodly amount of power, and never knows what gear to be in. The shifts are sloppy and harsh at times. For us, it was a mistake. I'm sure there are many who like the auto in this application. The rubbery coating on many of the interior surfaces started peeling soon after we got it... that was irritating. This car has also had several recals on it, though I have never had any trouble with any of them. The most expensive is the MAF. It, too, is beginning to suffer from the carboned manifold. I understand there is a way to evolve the EGR settings with VAGCOM, but I have never gotten around to it. It is worth looking into I suppose. Current low is 34mpg and high of 47mpg. I haven't calculated the average.
Overall, we have been happy with our TDI's. The next time around, if there is one, I will avoid the automatic and the GLS trim. I prefer the non-power options, though the seat warmers are nice.

The cars have held up well despite their quirks.
My opinions and observations. Flame away. :-laf