Just got a VW Jetta Wagon TDI last November. Love It! It is my daily driver and my MB is for the weekends.
First diesel I've ever owned so I don't know too much yet, only thing I've done is the first oil change. But the gas mileage has been great especially in light of rising gas prices...
Chose the wagon because it is the only model made and assembled in Germany, which makes a big difference.
Good luck!

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1997 E420