The transmission for the 1991 gas GTI is very good for a diesel -- better than the diesel trannies as far as lowering highway rpm. It actually likes cruising at about 75 to 80mph on the highway, which I consider pretty darn good for a NA diesel. I didn't switch the fuel tank either, but I did have to cut the filler neck to fit the diesel nozzle in there, and whether the gas lines will stand up to long term exposure to B100, I don't know....
Costwise, it's probably cheaper to just run the gas car, but I refuse to buy gas any more, so thats not an option for me. And if you ran an SVO system or made your own biodiesel, you could save a bit of money. I'm buying biodiesel, which is running about 20 cents a gallon higher than diesel here.