I'm a fan, I don't know much in depth about TDI engines so I can't really answer your question about "how expensive are repairs". Im sure diesel perfomance parts are more expensive than the equivolent petrol parts, but not certain.
As for mileage issues, the Golf TDi kicks some serious ass. I have a A4 Golf GTTDi PD 150, and it does 52.3mpg. No petrol car with as much poke as my golf does mileage like that.