It is the micro particles that are the problem with diesel and a problem for asthma sufferers. That is why diesel is taxed much higher here - the fuel is cheaper, but the tax higher (10c a litre less than unleaded, but the tax is much higher, my Toyota Verso diesel cost 280€ a year in tax, my Citroen C3 costs 54€).
Obviously it isn't just diesel vs. petrol there, the Verso was a bigger car and it had a more powerful engine. That said, it was one of the cleanest vehicles at the time I bought it (2.2L D-CAT with 170ps), the Citroen is a 95bhp 1.4L petrol.
They say that you need to do over 20,000KM a year before diesel pays for itself (higher purchase price, higher tax but better consumption and lower fuel costs), comparing like-for-like (E.g. 2L petrol vs. 2L diesel in the same chasis).