I'm looking at a Gen3 Audi 1.9TDi but as per the Zetec it wont be cheap. Already know the lump alone is going to be close to £900 with the cu etc. A nightmare wiring job of sensors etc and on top of that I need a new rad, leccy fan, intercooler/charge cooler, custom exhaust and the engine adaptor kit ($500 odd)
Final total is going to be about £1500, why, cause I'm mad :) And I think a 1.9 TDI vit should be a LOT of fun :)
As Gen-X mentioned though, there are complete kits for the older VAG engines. A good 1.8TDI from an older Audi 80/Jetta can be had for about £300 from a breaker, and then the adaptor kit with almost all you need is about £200 odd.