Ok, I can't speak on the 'big diesels' as I haven't owned one yet, but my brother-in-law and father-in-law have and F250 (2001) and F350 (1999) respectively. I also have a buddy with a 2003 Ford Excursion with the 6.0L another buddy with a 2006 Dodge truck w/ the Cummings.
Personally, I have a 'small diesel'; a 1.9L VW TDI.
What I can tell you across the board (big or small) is that you have to me MUCH MORE religious about your maintenance. From little stuff, like oil changes, to big stuff, like timing belts, diesel maintenance MUST be done ON TIME according to SPEC SCHEDULE! Otherwise, you're losing longevity (overall life of the motor) and getting yourself in a position to have bigger problems occur.
Now, yes, diesel fuel is more expensive (about $0.35/gal in my neck of the woods), but my 1.9L pushes 195HP, about 270ft/lbs torque (read: NOT STOCK), and gets 58 MPG city and 62 MPG highway (if I keep my foot out of it, about 48 MPG if I don't); that's about $0.04/mile for fuel. Oil changes do cost me a little more (even with the small displacement, I take just short of 5 qts oil), but I also spring for the synthetic. I think the Fords are on the order of 9-10 qts for an oil change, which gets pricey if you opt for synthetic.
I'm a diesel lover, and plan to buy a 'big diesel' for my business when the funds allow, probably my father-in-law's F350 if he'll part with it.
What I've found is that a lot power mods for diesels yield greater economy. My brother and dad use OBD plug-in chiptuners which allow 3 modes; towing, performance, and economy both get about 22mpg average (city + highway, economy mode). My buddy with the Excursion gets slightly less than that at 18-19MPG (no tuner), and my buddy with the Dodge can get 26 highway when not towing.
Generally, diesels (big or small) do have a surcharge over gas if you by new ($2K-8K, depending on what you get), so you have to factor that into the cost. As with any vehicle, the longer you keep it, the more your cost is offset. Diesels will run forever with proper care/maint. In fact, my mechanic who works mostly on European stuff (Ferrari, Porsche, Mercedes, BMW, VW, Audi) and has 25+ years across the pond working on diesels swears by them and tells me that the doors will fall off my VW before the motor blows up. At 140K miles it runs like a top with an easy 200K-300K more life in her, possibly more.
From the chatter I've heard online, and from other enthusiasts, the best diesel is a *******; a Cummings powerplant (Dodge), Allison transmission (Chevy), with the Ford shell. The Dodge has the best motor but the body is junk and the tranny weak, the Chevy (Duramax) is a junk motor, and the body isn't that great, but that Allison tranny is bulletproof, and the Ford has the best (strongest) body, but the motors (7.2L, 6.0L, or 6.2L [whichever, I'm not totally sure]) aren't great, neigh are the transmissions. Keep in mind that when you buy a body or motor your kind of stuck, but a tranny can be built much tougher (gonna cost you a few pennies though). For example, my dad recently dropped in $3500 in a bulletproof rebuild of his tranny, but he took the time to find out who (locally) was good at working on diesels & diesel trannys.
Again, the trick is (as it is with any vehicle) is to find a good mechanic...with a diesel, that's doubly true as one does have to have the specific knowledge to work on them and know what the heck they're doing.
If you're not already considering it, I'd think about used...but the downside to used diesels is that they're often high mileage and have been beat up (hauling, towing, work trucks, etc.). There are gems out there (my buddy and I drove from Arizona to East Texas for his lady-owned, low-mileage Excursion a few years back) you just have to look. Diesels do hold their value better though; I recently ran the Kelly Blue Book value on my VW TDI; it was $6900 for my diesel, the EXACT SAME CAR, gas model though, was $1900!
Anyway, that should be enough for you to chew on Jim...if you do end up with one, I'm sure you'll love it....I can't tell you how much I love the smell of diesel fuel and the James Bond-esque smokescreen option that's built into all of them. 8)
Good luck!
I frequent the diesel website
https://www.TDIclub.com. It is VW-centric; but you'll find a lot of 'other' diesel guys there too (Ford, Dodge, Chevy, Audi, Benz, BMW, Jeep, etc.). If anything, it's a great place to read up on diesel stuff and feel out what the reality of diesel is behind all that 'cool show' and 'marketing BS'.