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Yes, I know I am posting a lot of diesel links but that is what I am personally researching for my next tow truck.
My personal experience was with a 2004 Ford F250 6.0L. I bought the truck from Texas and drove it home. I thought I got a sweet deal until I found out that the dealership had done a bandaid fix on the head gasket to cover up the fact that 2 of the cylinder walls had been chewed up due to the common EGR failure. By the time I got it to the diesel shop here in Albuquerque I found out that the head gasket had failed again because it kept blowing all the coolant out of the coolant reservoir. $8000 later I had a "new" used engine in it that had a leaky oil pan. It would cost me another $2000+ to get it fixed because there was a cross member that wouldn't allow you to drop the pan. You had to pull the engine and flip it to get access. My fix was to trade it in on a 2006 Toyota Tundra and call it a day.
Even on 6 cylinders though that truck was averaging 18 mpg on the highway and would hall biscuits when you put your foot down. Now, of course, there are EGR and oil cooler upgrades that address the OE design failures available but it was my first experience with a diesel truck so I was too ignorant to know any better. If you are shopping for F250 diesels beware the 03-08 6.0L engines. If you smell coolant or the coolant reservoir is empty that usually means a new head gasket (one on each bank) and an EGR needs to be replaced. If you go that route have them check the cylinders while they have the heads off to make sure your valves are intact and the walls aren't scored. Have them put in an upgraded oil cooler as well as they are the source of the EGR failing. Don't use OEM parts for the EGR and oil cooler or you can expect another round of failures in about 50K miles.