I've got a 9-3. The diesels have a few issues - I think the same engine was used in various GM and FIAT vehicles (ie, the Vectra and the Alfa 147). If you really must have a diesel, get a 320d, but you'll pay a premium for one. I've not driven any diesel that comes close.
The 9-3 is a nice car for motorway work. The 6 speed box isn't the nicest changing thing in the world, but it works. On B-roads it grips well, but it won't make you grin by stepping the back end out.
The one to go for is the 2.0 Aero, 200 and a bit brake, easily chipped to 250-260, cruises happily at ban speeds, comfy and quiet. They're also dirt cheap compared with a 3 series. You will do somewhere around 30mpg. It's a small price to pay not to drive a diesel. And yep, the stereo is awful if you don't find one that had the best system fitted out of the factory. And then it's OK.