I seem to be in a minority but I wouldn't be able to live with one of the older (pre common rail) VAG diesel engines. IMO they are god awful engines – I would rather have a tractor.
When I last changed my car I was quite open minded about have a diesel engine for the first time – but in relation to comparable BMW engines the VAG engines seemed very old school diesel. Ended up with a petrol engined Audi.
I would look out for a lot of horrible noise, odd surges in power and running out of puff just as you have started to get going and a strong desire to just stop get out and throw the keys at the salesman. Perhaps the car I drove was not run in.
Sorry not very helpful.
Actually, if you are unfamiliar with Audi's sport suspension then you may well experience a rather harsh ride depending on road conditions.