I want to have my cake and eat it too (looking for a turbodiesel car)

So I just stumbled upon turbodiesel cars and thought to myself, "Why aren't these more popular???" Like the 2011 BMW 335d for example, 265hp/425tq, and gets 23city/36hwy... That's awesome in my opinion. Not to mention you could just tune it and crank those numbers way up very easily (and still retain much better than average fuel economy). This example only falters on the reliability/maintenance front but there's got to be more cars like this right?

So here's my question. I'm cheap, I like saving money on gas, I like buying cars for cheap upfront, but I like driving fast, I like modifying cars, I like having nice looking cars, I'm very mechanically inclined and am not scared of upkeep. Seems like a turbodiesel car with gobs of torque and that fuel economy should be a great fit, right? What am I missing here, why should I not go for this?

Now if that answer is that I should go for this, is there a car out there that meets these requirements and is newer than 2000 that I could possibly somehow buy for less than $4000? (I'm good at finding deals but need something to look for, I will go high mileage, rebuilt titles, doesn't matter to me, auction cars, whatever)

Currently the only car I've found to look for is the W211 Mercedes-Benz E320CDi, which actually seems like a great option (rated 27city/37hwy with 201hp/369tq and great looks).

Alternatively, screw all that, what's something cool with a sub 6ish second 0-60 that gets those fuel economy numbers?

PS I'm in Murica, this complicates matters..