VW will release the new TDI in the U.S. later this year. It'll get roughly the same mpg as the old one (42 mpg), but will use the cleaner Bluetec engine to meet new emission requirements here.

It'll have plenty of power, but it will cost $30,000.

VW also makes a smaller diesel called the Polo. It has a tiny 1.4 litre engine, it gets 70 mpg., and it costs $25,000. However I don't think it meets U.S. emission regs., so it's not available here.