The Audi A5 TDI shows why Americans need more diesel options.

A few things. There is a small hint of turbo lag—the time it takes for the turbocharger to build boost pressure and thus power—then an exhilarating rush of torque has you cruising. But then immediately shifting.

You will have to change your driving style, especially in this sports car. Short-shifting the diesel is a lesson in itself. That means shifting sooner than you are used to (about 4,500 RPM—or 4,000 less than the Audi R8). You spend more time shifting up and down when you drive a diesel because the time spent in any gear is minimized by the narrow power band. Still, who is going to argue with a sports car that pushes you to the edge but then saves you at the pump? Not me.