I have X5 35D which has run more than 10K miles by now. Excellent gas mileage: 28mpg(purely highway), 22mpg (mixed driving), which is 20~30% better than gas version. Diesel price is normally between regular and premium gas except very recently when is a bit higher than premium (a dime higher than premium in my area). So in term of cost, no question that 35D is much better than gasoline version (doesn't matter if it's Japanese or European gas SUV) especially for highway. As for urea, it's all covered under maintenance plan. Even if you have to replenish DEF (diesel exhaust fuel, used for burning off particles accumulated in the exhaust system) yourself, it's cheap (about $10 a bottle) and as simple as replenish wiper fluid. As for diesel stations, you'll find it whereever there are trucks. I had a diesel version Toyota Camry more than 15 years ago and never found it much of a problem. For highway travel, one full tank 22gallons can keep your X5 going for more than 500miles before next refill. So you can plan for refill after 400miles which should be sufficient. New X5 diesel verion has all the dealer and federal tax incentives. So the final price will be on par or even better than the gas version. So these are all the reasons that X5 diesel sells much better than the gas version 35i except some people wants more power and go with 50i and the gas mileage is never their concern for the people who buy 50i.
Never looked into Audi, so can't give much of an opinion. But from other peoples comments, probably not much difference but just different taste.