I sold the Protege and went Diesel and I haven't looked back! I've got a totally stock daily driver making 305HP and 555 lbs. of torque. People above were talking about HP gains, but torque is what moves you
The VW TDI is an excellent vehicle. Like you said, 800 bucks will get you a fueling box and you can go from there. You can get bigger injectors, bigger turbo, etc. Not to mention, Diesel engines can handle a hell of a lot more boost than a gasser engine will ever take.
