I beg to differ. Speaking only about the European hatchback market, both the FIAT JTD engine (as can be found in e.g. the FIAT Stilo and Alfa Romeo 147) and the PSA HDI engine (Peugeot 206/307, Citroën Xsara) are cleaner, less noisy, and more sophisticated engines. The VAG TDI concept was the original, but is getting a little long in the teeth.
It’s still a fine engine, mind you, just not the “cutting edge” it once was anymore.
Oh, and modern diesels can take extreme sub-zero temperatures just fine. If not, adding a small amount of petrol to a tank of diesel works wonders (e.g., the recommended amount for my father’s car is 3 liters on a 60 liter tank - he’s had the car for two years, and has never had to resort to this trick).