I've got a 2.7tdi, had it for a year now. It had 110k miles on it when i bought it (2006 plate), i've put 23k miles on it in a year and it hasn't missed a beat, it has the multitronic gearbox, which is a safe bet and i average about 39/40mpg driving mostly single carriageway A roads and dual carriageways (50/50 mix). I'm driving to Barcelona in 9 days so i can report back on a proper motorway drive when i get back.
What to look out for....
Make sure you get a decent spec (MMI high for nav etc), it won't cost much more than the basic but makes the interior so much nicer, and also the whole interface too.
The gearbox and the quattro system are very reliable as long as they are looked after. Check the service history is up to date. Also, check the previous owner has looked after it (check the tyres for a clue, if they are decent, the owner most likely cares, i put contis all round on mine).
Apart from that, not much goes wrong with them, just drive and listen for strange noises, check the multitronic works as it should etc.