I use what I sell. Either TRC's (Texas Refinery Corp.) Dzl-Pep or Dzl-Pep Arctic in my diesel equipment and Dzlene XL/10 in my gas powered equipment and my home heating oil tank for the furnace.
Benefits for pretty much anything with a fuel pump is added lubricity and therefore longevity (even gas engines with in tank lift pumps), continued use keeps the fuel system clean (ie. the injector internals, combustion chamber) thereby helping to maintain original fuel economy. There's no magic bullet in a bottle that's going to get you super fuel economy but a properly formulated additive will keep the fuel system clean which is important in high pressure diesel injectors where a dirty injector fowls up the spray pattern. Dirty injectors lead to incomplete combustion since the fuel isn't fully atomized and therefore the engine is less efficient, lower fuel economy. Keep it clean and it maintains it's like new economy.
It also helps to remove water from fuel systems and in the winter with the correct additive prevents fuel gelling. With the often irregular quality of diesel fuel these day's regarding lubricity properties the addition of lubrication to the fuel system in a diesel engine is reduced wear in the injection pump and injector nozzles. With all the regulations we have in this country the one thing we are lacking in is high standards for fuel. We have some of the worst lubricity standards for diesel fuel in the world not to mention deposit standards.
A good fuel additive in a diesel engine should pay for itself by maintaining better efficiency/fuel economy. In my case if I get a 2% increase in fuel economy as compared to a broken in engine with some time on it and no additive the additive doesn't cost anything, it pays for it itself.