I had a 1991 Golf 2, which used indirect injection and a fixed size turbo charger. Due to its age, exhaust was unfiltered - but it didn't smoke, it didn't smell, and it had terrific fuel economy.
Too bad 1.6L RA VW engines were so unreliable! I'd gladly take a 1.9 over it - with the same turbocharger and intercooler.
Aside from its unreliability (the engine was prone to heat strokes), it is a spitfire - easily leaving similarly sized gas engines in the dust. But, and this is where I'll tell all of you to be careful, while a well made Diesel engine will indeed have more torque at a given RPM than a similarly sized gas engine, it's not always the case.
The most impressive of all small size Diesel engines I've tried were those found on Peugeot 205 turbo Diesel: not only did Peugeot make the most punchy diesel engines of its time, the Peugeot 205 frame (sweet handling, excellent grip, very light) and the turbo on that machine really kick ass.
Too bad it can't be found in the States, moreover it's all manual - for real drivers (I drive sticks myself
)