the 2.5tdi is a beast, it does use more fuel than the 1.9TDI but that is not rocket science, the cams are pron to ware on them at about the 170k miles area and may need replacing, this can be a few quid as they are about £170 each and there are 4, The Turbos do go on them too at about 80k miles depending on the way its been used, cost are about £400 for a re-con unit and can be changed by anyone with a set of sockets and a small 13mm spanner,
All in all, as long as the service history is there and can be held up then the 2.5 are fairly trouble free, they have to work less to get the 2 ton car moving that the 1.9tdi, they pull very well and smoothly and will soon hit 100mph in no time, you can chip them upto about 215-220 from the 180BHP, The Quattro model is better for road handling and snow and rain driving is a breesse when you see all the BMWs stuck on the side of the snowy roads!