In reply to Green Porridge:
I've found the Forte diesel cleaner to be the only one worth using. It used to be something only dealers could get, but ebay has loads of people selling it now.
It seems to be one of the few additives that is just a cleaner, rather than a cetane booster and I think cetane boosters are considered a bit of a snake oil. Forte was the cleaner of choice for the local MOT place if a diesel car had failed it's MOT on emissions. They'd drop a bottle of it in the tank, give it a quick Italian tuneup and sure enough, no more heavy smoking.
Also what fuel do you use? BP & Shell etc have a better mix of cleaners in their fuel compared to supermarket fuel. My car seems to get about 6 or 7% better mileage using shell or BP over supermarket fuel. Same with my motorbike, but I always assumed that was due to supermarket petrol having a higher ethanol content.