First of all, I believe your expectations of finding a new diesel pickup, even a half-ton, on the market for $40,000 or less are unrealistic. The diesel will be an $8,000 option in itself.
Secondly, give a lot of thought to what the posters on this site are saying about independent suspension on an off-highway vehicle - and I'm not picking on just GM here. There are just plain too many moving parts - all wear points - and that makes them high-maintenance. In the last three years I can think of at least 3 different occasions I have come across GM 4x4s out in the desert with a broken front suspension. In one case the complete A-arm assembly had torn away from its mounts; out of control, the pickup went out through the desert and across a deep wash-out. It was towing a horse trailer which rolled when it hit the washout. The horses didn't make it. Another point - I work at one of the many mines in northern Nevada. All the mines use Ford solid front axle pickups pretty much exclusively. Why? Durability. The last mine I worked at, the General Manager had a Yukon to use to escort visitors around the minesite. The guys at the gas shop told me they changed out the front suspension components on that thing yearly.
So, you know how you'll be using this vehicle much better than any of us. If it will used mainly on pavement or well-maintained dirt roads then the independent suspension will be just fine and will provide better handling than a solid front axle. If there are a lot of rough dirt roads in your future you may want to reconsider - or be prepared to do a lot of preventative maintenance. For my two cents - I would get a solid-axle 3/4 ton and put a soft-ride suspension on it to get better articulation and a softer ride.
Personally, I can't wait till Jeep starts putting a diesel in the Wrangler!