I don't know why people get so upset with the mpg of a 2.5 TDi?? Yes it's a diesel, but it's still a pretty big engine for a diesel, it has 6 cylinders, a permanent 4 wheel drive system to get the power to all 4 wheels, and it's a heavy car, so what do you expect?! If people are really that fussed about getting loads of mpg's for their money then they should of bought a 1.9 TDi in my opinion.
On average I get 36-38 mpg to and from work which is a 12 mile commute each way through towns or stop start traffic on dual carriage way, on a motorway run it creeps up to 44 usually, most I've had is 48 mpg. All of those figures I'm more than happy with! Even if I average very low 30's or even less with normal driving it doesn't bother me.
I bought the car because I was doing more fairly long distance driving, I've had nothing but performance cars before hand so I'm used to low or even shockingly low mpg figures I guess, but the main reason why I went for the 2.5 is because I hate the sound of 4 cylinder diesels, and I still wanted performance, which in my opinion the 2.5 gives! It also has a nice un-diesel like sound track when it's on song.
At the end of the day I think the petrol equivalent (probably the 3.0 petrol quattro) would give an average of low 20's to the gallon, so that's still a good 15+ mpg which I personally think is great considering they are probably neck and neck performance wise (going by a mapped 2.5 like mine)