The Golf TDI uses a super-efficient diesel engine to get great fuel economy. However, other automakers -- see Ford, GM and Hyundai -- can get fuel economy nearly this good using gasoline, which also happens to be much cheaper per gallon these days.
If you still think that a diesel engine means a sooty, clunky drive, that's not the case anymore. Today's diesel engines are much quieter and quicker than ones from years ago.