tpl, the newer TDIs, from 2004 and up are a lot better than the previous ones... so the one your co-worker has used for a couple of winters is most likely the 90hp version, which isn't the new pump-duse engine.
And the thing you said about RPM, well it's kind of true, it doesn't pick up RPM very fast... but my redline is at 4600! My sweet spot is between 2500 and 3500. No need to race towards the redline like in small Honda engines when your redline is at 4600 and you get pretty much all of your torque around 3000 RPM... the TDI is just a different beast from anything else on the market. You really have to experience it to appreciate it. I was reticent towards diesel when I was shopping around to trade my CR-V. I test drove a Golf TDI out of curiosity and I was sold! It really didn't take long... the torque, the accelerating sound, the idle sound, I love it all!
Let me tell you, I'm the worst possible candidate for a TDI, I live about 4-5km from my work, same thing for my girlfriend. So most of the time, we only do short trips. I never had problems starting it up last winter, even when it was -40ºC for many nights in a row. I did use a diesel conditionner called Kleen-Flo I believe to prevent my diesel from freezing. As soon as it's below -20ºC for a long period, diesel might freeze in your tank. So when you know it'll be cold for the next few days, you empty a 1.50$ bottle of diesel conditionner in your fuel tank when you fill it up with diesel. I used 4 bottles last winter I think and I never had problems with my diesel freezing or my car not starting.
As for heat, well yes, it takes a bit more time to get heat in the cabin, nothing you can do about that. Your car uses 20-30-40% less carburant, so there has to be a trade-off somewhere, right? Well this is it... during winter, it takes about 5 minutes of highway driving to get heat in the cabin... if you only do stop-and-go driving in the city, it'll take more like 10-12 minutes before you get heat. In my case, 8-9 minutes of city driving each morning, I don't get much heat before I get to work... but it hasn't bothered me at all. I crank up the seat heaters to the maximum though. Those help a lot!
Just so you know, my oil changes cost me about 90$ at my local dealership. I have a 16,000km service interval, but I'll be going to every 8,000km during my warranty period I think. Yes a Civic or Corolla would cost less in maintenance, but I didn't want to drive a Civic or Corolla. I wanted a Jetta. Heck, my previous CR-V cost me something like 28$ to change its oil at the Honda dealership! But I was tired of my CR-V.
And if the recent days are anything to go about, I'll enjoy paying
93.9¢/L for my diesel instead of
124.9¢/L for regular gas for many many many more years!

Oh, and the sound system is absolutely awesome! I have my phatbox hooked up to it, and every single time I start up my car, I'm impressed by how the sound system renders all the new tracks I hear for the first time in the car. It would be really hard to return to cardboard sounding sound system like in the Corolla, Civic or Mazda3 after being absolutely spoiled by my VW audio system.
I went to have a look at the new Passat a few days ago and a Passat Wagon TDI might be interesting to get in a few days, but other than that, I don't see a single reason why I would sell my Jetta!!! I'm loving it!