VW TDI's retain their value pretty well. Withing 100mi of cinti there are 3 TDI's for sale, none for less than $2k, and the 2k one has 252k miles on it.
Yes, they get great fuel economy, but here is where it hurts:
intermittent electrical problems - lotsa people dump their TDI's becuase of this (a brother and a friend, 2 different machines...), it goes into 'limp' mode and you get 30mpg instead of 50. Those electrical gremlin's (fix = replace wiring harness, that might work...) add a lot of heartache.
Diesel still costs more than gas. This makes balances the scales further in the direction of the Civic or Corolla (I'd buy a Kia/Hyunday if it later than 2006- they got their act together...)
edit - wagons are even more rare, and will command more money when available. no SLS on VW's that I know of.
That being said - the BIG TDI forum is
www.tdiclub.com - they have classifieds and all the wisdom.
I'd get a non-TDI diesel if I was that hard up (1980 to 1992 Rabbit/Golf/Jetta). If you can find one without terminal rust, you'll get the same fuel economy with none of the check engine lights =)
-John