Dunno why, but I've gotten 49 mpg in my daily commuting in my 2004 Jetta TDI wagon (5 speed manual) for the last 2 tanks, when it used to be around 44. Perhaps the engine is continuing to loosen up - it has around 85000 miles now. The EPA rating was much lower - I dunno how any revisions to the EPA rating scheme compare now.
The last time I filled up, diesel at Hess was $4.09 while regular is around $4.18. Diesel prices vary quite a bit during the year - sometimes cheaper than regular, sometimes more expensive than premium.
I'm still happy with my choice, but it's not an appliance like a Toyota.
Cheers,
Scott.