First and foremost, check out Fred's TDI page at
http://www.tdiclub.com. This is a great site dedicated to the VW TDI platforms.
I have owned two 2001 Jetta TDIs and was extremely happy with the TDI motor. I drive about 130 miles round trip to work and was averaging 48-50 mpg, and I drive about 75 the majority of the way. My daughter is driving my TDI because I found my E300 TD in September 2002.
We have had some VW quality control issues, mainly regarding the power windows, but VW has addressed and corrected these problems. The TDIs are also sensitive to the crappy diesel fuel we are forced to feed our cars, but this is not just a TDI problem. Fred's should provide the basis for you research into this vehicle.
I am very fond of our TDIs and even talked my mother in law into purchasing a Golf TDI!