To be honest, with the newer Xterras and Frontiers (I just bought one) it is not worth the diesel conversion. The power is equivalent and the economy almost the same compared to the 4.0. With the newer chassis the diesel is much more complicated, parts are much more expensive and the conversion much more involved. It would be cheaper to import a compete vehicle and keep it registered outside the USA and drive it to mexico or canada when it needs to be out of country. After having our frontier for over a 2 months, I am really enjoying it. It averages about 21mpg combined and there is a lot of power.
The plan with the Frontier is going to be different, more money toward travel versus mods.