oh god yeah, SNOW! in my M3 it was impossible to get the thing to move
as for MPG i THINK you're looking at a 25 MPG petrol vs a 35 mpg derv on average consumpation but do some googling to check for sure. my 530d is currently only getting about 30mpg but that should improve a fair bit once i fix the thermostat on thursday (plus the remap should add a fair bit too)
the main difference is the power delivery, the derv is more about midrange big torque and the petrol is, well, a normal NASP petrol, makes power when you rev it.