Modern turbocharged petrol cars can be very economical and considerably cheaper than their diesel equivalents.
If you really want to buy diesel and new, the Dacia Sandero 1.5 Dci seems to be the cheapest at 12.5k list. You'll struggle to get any discount on that price and you might get a discount on more expensive cars - but I'd still be confident that the Dacia will work out cheapest by some margin.
Re mandelbrot's comment, this Dacia emits 99 g/km so while it is not THE most economical car available, it is very good. The most economical diesel car that I can find in this class is the Skoda Fabia 1.2 TDi Greenline which lists at 19.8k and emits 89 g/km. if you buy the Skoda you might save about 200 euros per year in fuel costs. Tax is the same on both cars, band A2, 180 per year. You'll be worm food by the time you claw back the higher purchase price of the Skoda through fuel savings!