I've never driven a CDI but I imagine they are awesome cars, though the electronics are somewhat scary. Even the brakes are electronic! A while back I was tempted to sell my '96 and Jetta to get a used CDI for a few thousand more, but decided against it. Used CDI's are now dropping into the $30,000's. But I will always have a W123 diesel. To me that car is simply not replaceable.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL