I had my 35d since December and I don't regret it.
I think it is worth it even thought I could have saved $10K if got the 3.0i gasoline version.
The torque and speed is incredible, a lot of passing power.
It is almost as fast as the V8 (less HP but more torque power for the 35d).

BMW advertise their diesel to be 30% more efficient, so that means diesel fuel would have to be 30% more expensive than premium gasoline and you are still even on cost. Where I am diesel is same as premium or a few cents more per liter. So I send less on fuel for the my 35d than my 4-cylinder premium gasoline sedan.

Sure the adblue is an extra cost but minor cost to having clean exhaust and not smelling that toxic CO2. You can say you are being environmental to all your friends (and to GOD :-).
What I smell now is water vapor (smells like a hot bath) from the exhaust.

No issues at all in the cold weather (-37* C)
The noise level of BMW diesel engine is about the same a gasoline engines but still a diesel distinctive diesel sounding engine.

Negative things:

One thing I don't like is, when you are run out of adblue and you shut the engine off. You can't start it again, the computer disables the vehicle. That is stupid! But it will warn you that you have 2000miles of adblue left.

Oh' another thing is no spare tire! And you have to have runflat tires in order to get BMW roadside assistance on tire related issue.

Also at Esso, you get 1 point for every dollar you send on diesel fuel where as you would get 3point for every dollar you send on premium gasoline.
That is a big difference in collecting point for car washes (500points for luxury touchless wash).

Again the adblue is an extra cost and inconvenience, but it is minor...

So, you can decide for yourself