I've read that given the heat output of propane versus diesel, for the same price you'll be making more trips to fill up the tank with propane than with diesel. So, in other words, even though diesel is more expensive, a single liter gives you more heat and diesel heaters use less fuel per hour than propane. A quick scan of the diesel/propane heaters on the market and their heat outputs would seem to confirm this.
Plus, as I mentioned, the diesel gives you the option of having one stove which does double duty as a heater and stove. That's one less fuel you need to carry on board.
Then there's the fact that diesel heaters can burn #1, #2 or kerosene. And I think I read somewhere that diesel is more readily available outside of North America than propane.
Has anyone smelled a boat with a diesel stove? I hate the smell of diesel, so that would sort of answer the question right there.