Dude if you want an oil burner, you ever considered used BMW diesels ?
i've had an e46 330d sport and a e60 535d sport, great performance with great economy !
You could even consider the new 118d ( 160bhp+ with remap and £20-35 per year roadtax !! ) or the new 320d engine, 170bhp stock , 200bhp + with a remap, plus the BMW deisels rev alot more than the VAG units and feel smoother and sound better ?
goodluck with whatever you choose !