I love the "idea" of a diesel swapped jeep, but it has been proven to be impractical for most people. You may very well be one of the few that has the tenacity and motivation to get it done though, so I don't want to completely discourage you.
I have only driven one 4-banger TJ. While it was fun and peppy in town, it was a dog on the highway. I found it impossible to maintain 70mph in 6th gear. This was with stock height and tires. I have driven multiple 6cyl jeeps and always felt that they had decent power in all situations. Fuel economy is similar between the two.
You are talking about doing a diesel swap for power, fuel economy, reliability/cost of ownership and I'm sure the "cool factor" plays a part as well. So lets break those points down and see what sort of gains for the buck you are getting.
1. Power-
Depending on which diesel you go with, it could be the equivalent of a warm V8, or slightly less power than your current engine. How important is this to you? Do you have to have a ton of torque, or would you be happy with something in the middle?
2. Fuel economy-
What are you averaging now? Most diesel swaps I've seen are close to 25mpg. This is probably 8-10mpg better than your current set up. Sounds great, until you figure in the added cost of diesel and the total cost of the swap. It may take ten years to pay for itself.
3. Reliability/Cost of ownership-
By all accounts, stock TJs are pretty reliable. They are also easy to work on and any mechanic should be able to diagnose a problem with it. Parts are readily available and fairly cheap.
A diesel may be a simple engine, but how many mechanics in your area would you trust to work on whatever weird hybrid you create? You also need to take into account the cost of replacement parts, how expensive are they compared to jeep stuff? Diesels also require a bit more preventive maintenance than your typical gas engine. Fuel filters, and extra oil capacity add up.
4. Cool factor-
Diesel wins this one
In summary, sell your jeep and by a TJ (or preferably an LJ) Rubicon. It will get similar fuel economy to your current Jeep, have more torque, cost the same as the diesel swap and still be pretty damn cool.