I bought one (brand new '19 cx5 diesel) for essentially $28900 ($30900 - about $2k extra on my trade). If you want one, you can get them for $30k.
My experience has been fantastic so far with it. I enjoy the diesel character, but not everybody does. Diesel's are about low rpm torque and pull not high rev horsepower. It's a laid back experience. It is better suited to longer runs. If you tow anything, diesel is the way to go. If your driving habits are mostly short city trips or mom-taxi you'll want to pass on the diesel. You'll want to take a nice test drive to see if the diesel character is a fit for you.
The real life efficiency in my experience has been better than advertised (which has been the case with every Mazda I've owned). My personal experience has been 32 city / 34 hwy in my first 6k miles. SUV aerodynamics just kill mpg at higher speeds. My wife and I did a 240 mile 2-lane backroad Sunday drive one weekend and was over 40mpg at those 55mph 2-lane speeds. As far as diesel fuel costs, it depends on the area of the country. I bought diesel yesterday for 10 cents cheaper than the going rate for regular unleaded gas. Around southern Ohio, I can get diesel for same or less as regular 87 octane gas. But generally speaking, diesel is usually more expensive than regular gas.
Only time will tell on reliability and repair costs of long term ownership. The diesel has been around for many years in other countries and has had some issues.
My personal opinion is if you pick one up for around $30k, you'll be able to drive it at least until the powertrain warranty limits with no problems and not loose out on value if you want to get rid of it. Plus, Mazda covers the first 2 years/30k miles maintenance for you.
What part of the country are you located? On CarGuru website they list 70 new diesel's for sale. (they listed nearly 400 for sale at the time I bought mine in February). Lowest listed price is in Easton PA at $32,235.
Good luck with your search and feel free to hit me with a PM if I can help.