The cost of the swap and diesel fuel being nearly $1 more per gallon would influence my decision greatly.
I really don't think the benefits are there to justify a 6.2 diesel swap. I think it would be better to build a more "economic" 350...
Of course if you're interested in some "diesel experience" this may be the time. Maybe look into burning veggie oil or used tranny fluid.
It's a lot of work...
If you don't need a 1/2 ton truck, maybe look into a Chevy Luv diesel or a little VW Caddy diesel...you should be in the 30+ mpg arena with one of those...
If you need a 1/2 ton + maybe look into a late 80's/early 90's Cummins Diesel Dodge. You can find a decent 2wd for $3k and should easily be in the low 20's for gas mileage...
Just my .02
~Jason