There's been several independent tests on fuel lubricity, such as the now famous Diesel Place study. A big problem with ULSD (Ulta Low Sulphur Diesel) is the lack of lubricity, which appears to correlate with higher failure rate of injectors and high pressure pumps. Many newer diesels have a specific pump lubrication systems, so this potentially solves one problem, assuming it is sufficient, but leaves the other problem unresolved. Biodiesel is very lubricious, but it has its own set of problems, such as the extra soot production that can cause oil sludging.
My opinion is, the best solution is a good fuel lubricant and a cetane improver. The problem is, everyone has an opinion on this, especially when it comes to which brand is best. But very rarely do they offer any empirical data to support it. So in the end, I worry about myself, I did my own research and spent a considerable sum of money to get my answers, and now I rest assured that I've got all the facts. I consistently get hundreds of thousands of kilometres out of my engines problem-free before I sell them off, whereas others just seem to be dumping tons of money into their engines, until they give up and say "screw it", I'm not wasting my time on diesels anymore. With my truck driver friends, I can't believe the number of issues they have - it never used to be this way.