I have both and for sure a 2.5 litre diesel is far more economical to run than a 2.5 litre petrol, given the choice I prefer petrol as they are quieter and historically have had better performance, but I have one diesel car which is 180bhp 4 wheel drive, and more than enough to compete with an average petrol car, and in general I've found that a lot of the new diesels coming out will give the equivelant petrol model a run for their money performance wise, but even though diesel costs more than petrol, the cars do better mileage.
Personally for the next car I buy I would look for one with dual fuel LPG conversion, or buy something that it's actually worth paying an extra £2000 to have an LPG conversion done. A nice 4.2 litre Audi A4 Avant for example ;)