I have an E39 3.0d 2002, and delivers 43 mpg all the time no matter what.
I also have a 335d 2008, deliverers 36-7 all the time, but slightly better on long distance trips.
335d Performance is day and night difference, probably faster than my supra in my opinion.
The E39 is an amazing car, solid, reliable, classic almost, and so far I have never driven a another bmw to match it.
Both of mine are as immaculate and we'll cared for 1 owner, 2 owner from new, and I have always kept on top of all servicing etc on the button.
Never had anything go wrong with them, but they aren't 50 mpg jobs.
Difficult one, but I would try and avoid depreciation if you can
Nb: The 3.0d BMW engine won best engine for years and years, and if serviced correctly will last a very long time.
I believe even all the new 3.0d engines are derived from the original first released, just the tech and bolt ons are different.
Great engines, I'd never buy a 2.0.