Thanks for all your replies and insights. I'll certainly check the mileage "for real" when I fuel it up for the first time, but that's going to take awhile at this rate. I drive about 55-60 mph generally--10 mph faster on the interstate. Keeps the traffic tickets to a minimum. I'm driving faster than that now, however, since I'm trying to keep the RPMs up (and variable) during breakin (i.e., over 2K) Can't even get out of fourth gear at that speed on most of these country highways. They say the onboard meter is pretty accurate, since it measure fuel flow through the injectors and compares it to the mileage being covered. All I really know is that it has over 200 miles on the clock and the tank (filled by the dealer, so you know they didn't top it off) just bumped down to 3/4. Hills appear to have a much greater effect on mileage than speed. As a bicyclist in a hilly part of the country, I'm well aware of that phenomenon.
Diesel goes for about 40 cents per gallon more than regular gas around here. Right now it's about $4.20. Compared to my gas Jetta, which got ("gets" since I gave it to my daughter) 32 mpg, it's pretty much a wash at these prices and assuming 40 mpg, which is what I figured when crunching the pre-purchase numbers. Anything over 40 mpg and it turns into beer.
I checked out the TDI forum. Yep, lots of good information. Yep, typical Internet message board lack of consensus on the important issues, and plenty of passion about said same lack of consensus. What I've been able to gather, more or less, is: 1.) break in takes about 5K miles. 2.) It's good to keep the revs up in general and variable, like what you'd see with city driving when breaking it in. 3.) Don't use the cruise during breakin. 4.) I don't think I'll be getting into 6th gear for the next 5K miles, at least.
I'm honest about important things like MPG, cords of firewood cut and burned, etc.