When its below 30 and i go anywere i leave the car running until i get home. I always have a spare key so i can leave it running and lock it. Its a wonderfull thing to come out from the store in 10 degree weather and get into a nice warm car. My 84 300 had starter issues near the end and it was a once a day starter, i can remember leaving that car idling for 6-8 hrs and still getting 20+ mpg. The owners manual for my 240 mentioned something about leaving the car running overnight in real cold weather, it even had fuel usage for idling if i remember correctly.

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82 Rabbit diesel (first d), 84 Jetta turbo d (300k when sold), 83 240d (305k when sold), 84 F250 6.9d w/Banks turbo(parts truck), 86 F250 6 cyl.gasser(waiting for 6.9d), 84 300d ( 347k Sold 8/04), Y2k New Bettle TDI (185k miles), 95 740IL (wifes), 87 300TD (206k Sold 7/05), 05 Passat TDI Wagon