Are you thinking new, or used?
In regards to VW diesels, they are truly cool cars. I know that the new ones start up immediately, even in cold weather like it was today. No more having to pull the choke to turn on the glow plugs. And yes, you will see 45+ as long as you are not driving it like a lunatic 24/7. I've got a couple diesel customers getting high 30s/low 40s in 90% city driving after the car has some miles on them, which is damn good. If you can find the 1.9, you'll get better, but that comes at the cost of power. The newer 2.0s are ridiculously torquey and every since person who drives them is blown away by the power.
As far as maintenance, maybe Jones can answer them better, but I can ask my service guys about them as well and get you some real insight. I'm still learning about the VW diesels and their history. I know several people who are on their 3, 4 or even 5th Jetta diesel and won't buy another car. There are a couple techs who also drive older diesels and swear by them.
Hopefully I've been helpful. Let me know if you have any other questions.