Usually you're right. Unfortunately we had a bit of a facepalm last year here in MN when the diesel-powered school buses wouldn't start at -10F or something. It turns out that in the state's hurry to push biodiesel on municipal vehicles, someone forgot that it gels at higher temperatures than "normal" diesel.

Thousands of schoolchildren were quite happy, though.

Same for our 2011 TDI. Never had to worry about fuel or engine issues, even in quite cold weather (not arctic, but we live in RI, so there are some cold winter nights to contend with).

Regarding the fuel, there are some details, along with some discussions of operating temperature, in the Wikipedia page: http://en.wikipedia.org/wiki/Winter_diesel_fuel. The temperature ranges suggest that you're unlikely to have serious issues with your diesel car, if you buy fuel appropriate for the season. The inconvenience factor of owning a diesel car compared to a petrol one is pretty minimal, as far as the sort of cold weather that most people who might consider buying a car (as opposed to something with tracks, skis, or 4' tyres) will generally encounter.