JHZR2, the Chevron website has a great deal of interesting info on diesel fuel and diesel engines. Some good info is also on the TDI club website, especially in the FAQ.
http://www.chevron.com/prodserv/fuels/bulletin/diesel/
http://www.tdiclub.com/
To put it briefly, a diesel engine, compared to a gasoline equivalent, has better fuel economy, usually more torque and less horsepower, lower CO2, CO and hydrocarbon emissions, higher NOx (oxides of nitrogen) and particulate (soot) emissions, and usually is more durable. Not to mention it has a very cool sound.
As you may see from my signature I also have a Civic Hybrid which has a small gasoline motor and an electric motor that acts like an electric turbocharger and is self-recharging. No doubt the cleanest car you can drive, but it clearly shows the inefficiency of the gasoline motor when you look at the Jetta TDI and notice it gets about the same fuel economy with a plain-old diesel engine. By the way I enjoy driving the Benz more than the Hybrid.