I use Stanadyne Performance additive based on the recommendation of my diesel mechanic son. The engine runs quieter and I see a slight improvement in MPG. I have used the Diesel Kleen and do not see much difference between it and the Stanadyne. There are several lubricity studies that have been done on the web. The best additive listed is 'Soy Bio Diesel' and ever thing falls into place below that.
ClickLubricity Additive Study Results