Yes, the engine is a bit noisy at start up, but I turn the radio up.
I've never found the headlights to be a problem - got some Philips extra brights to go in at some point, but can't face fiddling around under the bonnet.
I went for a diesel specifically because of my motorway miles (over 480 miles a week) as opposed to town driving. There's enough torque for me on the m'way.
Don't know the mpg figure, but getting well north of 500 miles a tank - and it doesn't vary too much even if you press on (got cruise control on mine which is a blessing for the motorway!)