I have a 2004 1.5 DCi 80(bhp) Clio. It is a great car.
I heard that the newer diesels are worse on economy though. I do a lot of town driving and the lowest mpg I have ever got was around 51mpg.
The highest I have had was filling up at junction 7 of the M6 and driving 140 miles up to Cumbria, I don't drive at 90mph, I am tight when it comes to cash lol, if you can bare driving at 60mph you can get just under 90mpg (if you get a free motorway & no stops)...
Please note this was taken by my mate and not me as I was driving!
That was with an average speed of 56mph.
Problems I have had, usual structural stuff but what you might get is the EGR Valve may need cleaning or even replacing, especially if you do a lot of short trips. I have become quite a pro at cleaning mine, petrol works best and getting the s**t off.
No other main problems apart from the usual rattles & leaking sunroofs that come with every french car.
It certainly isn't a boring car though, it loves to hug the road round the Lake District and can beat a fair amount of cars from the lights without anything tweeked engine wise.
Oh, and £20 per year tax always makes me smile