My wife has a diesel 206 SW and its a great car. Its 2002 car, in 6 years of ownership the only problem its had has neen a anti-roll bar drop link needed replacing. All of £10 and 30 mins work to replace. Does very good MPG, usually around 55 mpg, although computer usually states less than the actual for some reason. Journeys are around 20miles, during maternity leave the journeys were shorter at around 5 miles, mainly for just pottering around and the MPG average dropped to 49mpg. Its a good engine, far smoother than the diesel in my audi. It's not a particulery big car, despite the estate looks, but the missus loves it and is on the midget scale too.
Servicing wise, change the oil/filter once a year. No different to a petrol. Cam belt, anywhere from 60,000 upto 90,000 depending on the type of driving done. The only oddity with the cambelt is that the manual states to use a device to measure the precise tension. Talking to people in the trade, its rarely if ever used. Often recomended to change the water pump at the same time.
No DPF on the 206 to worry about, no Dual mass Flywheel either. Mechanically, the 206 diesel lump seems to be sound. I have my doubts about the electrics, but they have proved sound so far. Overall the car is a bit "baggier" than a simliar aged German car. I.E the gear change is a bit loose, but thats about the only fault i can level at it.
As for the diesel v petrol thing, i sat down and worked it out for the my car, the diesel was about £500 more to buy over the same spec petrol (im talking second hand btw). The annual running costs of the diesel was about £400 less, based on 10,000 miles a year. That was based on 50 mpg for the diesel and 40mpg for the petrol. I usually average 55mpg in the Audi, but i have got 75mpg on a couple of occasions, so the actual figure is a bit less.