my understanding is that with direct injection engines its quite hard to get a decent conversion, I looked at the CX7 once and was advised it may be a problem, also any Mitsubishi petrol engines were likely to cause much sucking of teeth and shaking of heads.
mind you this was a couple of years ago things may have changed. I had a range rover with a gas conversion which was fantastic especially as I was getting gas at 35p/litre.
I still toy with a Cayenne with a conversion in my more dreamy moments!
Diesel gets better mpg whatever conditions you drive in, whether its motorway or urban. However, diesel is more expensive to buy at the pumps (6-7p a litre by me), 2k more to buy the car in the first place and does considerable damage to the environment (though the DPF does help with that).
As has been said before, unless you are going to do 60-70,000 miles in your car, buying a diesel won't save you any money
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