The newer diesel engines are a bit more fine tuned so have more that can go wrong with them than they used to, but generally the only thing you need to do is keep up with the oil (as they burn more), the water and check the air filter. The biggest issue with diesels is EGR valves or DPF's getting clogged up with carbon deposits. I used to have Saab and it would go into limp mode all the time, not because the engine was goosed but because all diesel cars fitted with these valves and filters in an attempt to pass regulations in reducing emissions and such. So the EGR just recirculates some of the emissions and tries to burn it away (i think) but it just means that over time, even if you're driving it really hard, it will get deposits of carbon in it. Mine was so much that the valve wouldn't open and shut as it was supposed to, so the ECU just stopped me from driving. I took it out and cleaned it with carb cleaner and a tooth brush and it was back to normal, but nowadays you can get companies that will do engine carbon cleans that will clear it all up and keep your car running nicely.
Sell on for diesels at the moment are quite decent, but they're def gonna go down as the govt policies start getting closer and closer. I thought about getting a Tesla but they're so expensive, and when i calculated how much i would save on fuel and tax compared to how much the fucker would cost me to buy, the saving was very minimal in the short team. But as the tech improves and the other manufacturers start making cheaper alternatives, i think we should start seeing decent prices.