A TDi VW is not an economy car. They are entry level euro sport sedans that just happen to get good mileage. The maintenance and repairs on these cars will quickly eat into the fuel cost savings, especially if you don't do your own wrenching.
Quoted for truth. My Beetle TDI is much more fun to drive than any economy car, and after I remapped the ECU and upgraded the injector nozzles it's at least as fast as a MK4 1.8T while still getting 40-50 MPG. Or it would be, if it weren't up on blocks in my driveway mid-transmission-swap...
You do need to either be mechanically-inclined yourself, or have friends who are, to successfully own a TDI. You also need to be the kind of person who understands that if the spec says to use "type X" oil, then "type Y" isn't "close enough." However, parts themselves are not excessively expensive, and the car can be pretty reliable if you don't neglect it.
The bottom line is that if you care about what you drive then it's easily worth it. VWs are for enthusiasts, not people who see cars as appliances.