I run a CAT dual filter along with the OEM under hood filter. When it comes time for fuel filter changes the OEM looks about 1/3 as dirty as not having the CAT. Just a cheap precaution for the chance I may get some contaminated fuel.
Other than that and regular maintenance I've had very few minor issues in 5 years of ownership. Even having only 6 injectors compared to Ford and GM's 8, I still wouldn't want to foot the bill for an injector/HPFP repair. Lots more to go wrong with a diesel, but that doesn't mean you'll have more problems, it just means you could.