Well I have owned both engines, altough my 35d was not in a E92 shell but an E61 shell.
Now i own a E92 335i and what i can say, trying to help making up some minds, is that the 535d felt great. I had it remaped and on the dyno it proved to have 335 hp´s and 790nm´s.
The torque was amazing, the mpg was amazing BUT with the 35i i get more pleasure.
It is and always will be different when you wake up in the morning and have to go to work and start your diesel car, or the gasoline car.
It will always be different when you can hear an engine roar.
And in terms of mpg´s, i don´t know how you guys drive but my mpg´s are about the same!
We measure them in L/100 and not MPG and what i can say is this:
535d - an average between 9.9 and 10.5
335i - an average between 9.8 and 10.5
So what is the main difference for me? The prices between gasoline or diesel are different, and the diesel is cheaper! The fuel tank on the 535d was larger, so i had to put more diesel than the gasoline i can put in the tank of my E92.
The 535d got an extra 50 to 60 kilometers due to the larger tank!
Really, i can compare the two engines on and on, but depending on how you drive, the 335i and the 335d will be both amazing cars!
It is just a matter of choice!
And for the ones that say 335d are faster then the 335i, one of my best friends has an E92 335d and the main difference is that when you hit 180km/h and so on...the 335d looks like it shifts reverse... both stock and with 19 inch wheels!
P.s - i know that an E61 is heavier than an E92, so i guess that the economy matters here were not fair comparatively speaking, but it is my personal experience and i just wanted to share it!