In my experience, if you're looking to save money, it's not worth trading a petrol for a diesel. I've done it a couple of times and due to the extra you pay for diesel, you'd have to go from a petrol V8 to a 1.9tdi to really notice the saving.
I went from a GTI to my BMW 330cd and don't save any money once you factor in the increased price of diesel. My mpg was mid 30's in the GTI and it's mid 30's in the BMW. Diesels are only more economical on a long steady run, they're actually less economical round town. I can easily get 40mpg on a long motorway run in my 330cd, but the average over a tank is usually about 35mpg, only 1 or 2 more than in the GTI!
I actually think my diesel is nicer to drive than the golf, it's quieter and smoother on the motorway and handles better on a spirited drive but it is slightly lacking in the 'hooligan' factor. But then, I'm not a teenager anymore...
Drive a GTI carefully and it'll easily be cheaper to run than a thrashed diesel, plus you'll still have the faster car when you want to have some fun