I think one of the reasons The Mazda 3 is still on my list was because of the smoothness overall. Im hopefully testing the Leon next week as they apparently updated the suspension and changed to a Common rail diesel. I have got to try to get a real comparison really. Only other car i have had a look at is the new Astra Sri 160. but is pricey and its a vauxhall.
My wife wants me to get another Leon as she felt the Mazda was too plastic and the rear doors are from a fiesta.

But that smoothness as stuck in my brain.
The 150 i drove last week was giving 45mpg having only done 2k miles which i thought was a good sign. My Mk1 leon had the 1.9 150bhp VW Diesel engine and was giving me 50mpg. To behonest when all said an done as long as im getting over 40mpg its not an issue. Biggest issue is which car do i feel happier paying tax for

Im not blown away by any cars lately, the Mazda on paper is a great car but something is not quite hitting the spot and i can't put my foot on it.

I used to own a Golf mk IV 150 TDI - great car except for all the money I spent fixing it! From what I've read not many new diesels have the 'punch' that these older VAG tdi's have.
One thing I'll say is that the cabin on the current Leon is horrid - I can't stand it. At least they could have pinched an old Audi dash? But that's only my opinion. Certainly the Mazda's don't have such a hardcore focus on cornering like Seat, so it will cruise better.
I do know that the current Mazda unit is state of the art, like the Honda unit was a few years ago. Being Japanese not much will go wrong with it.
I'd only choose a VAG product to have the option of a DSG gearbox, they do go wrong now and again - but I'm guessing you won't be paying for the running costs.
Another car to try is the BMW 120d - its meant to have a great diesel engine and a really nicely balanced chassis.