That doesn't happen to every Jetta TDI though. If it did, I wouldn't see so many older Jetta TDIs on the road. I'm sure more Jetta TDIs blew up than, say, Corollas, but that certainly doesn't mean it'll happen to every one.
As for the MkV Jetta TDI, if the reliability of the gas models have improved in recent years, why isn't it save to assume that the reliability of the diesels has also improved? VW is clearly giving reliability more attention than it did a decade ago. If you're willing to buy a new gas Golf/Jetta, I don't see why you shouldn't be willing to buy a new diesel Jetta.
And speaking of the Jetta TDI, in the States, it costs $2,000 more than the Jetta 2.5, but you get a $1,300 tax credit. Automobile Magazine figured out that, even with diesel being more expensive than gas, you break even in 20,000 miles and start saving money every mile after that. Not to mention, the diesel models hold their value better. And did I mention 236 lb-ft and an available six-speed manual (unlike any hybrid currently on the market)? Sounds nice to me!