In which way "better" ??
Fuel Economy? Ease of Conversion? Better for a certain application?
I haven't done the conversions, but I have owned vehicles with all of the motors that you listed. With all of the work that it would take, I would recommend against an NA (naturally-aspirated) diesel. I mean, don't get me wrong - I daily drive an NA diesel rabbit and LOVE IT, but I'm also a VW enthusiast. The most that you'll gain is a little more torque. Your top speed would remain fairly similar and you'd be trading the stock 63 hp for the VW's 50hp or so. I currently have a 1.5l non-turbo (soon to be turbo'ed, though!!) and I get about 40hp AT THE CRANK, so .... yeah. I have driven her off-road, but wouldn't recommend it. Even for such a light little truck.
The 1.6l NA (non-turbo) is called the "Ecodiesel" and true, you would probably get in the high 40s for fuel economy, but is that the purpose of the swap??? Maybe just put a weber on it and mess around with your timing a little bit and save yourself the work.
The 1.6l turbo would also not increase your hp by much at all. Maybe 5hp or so. It would increase your torque, so that's a plus. Also the fuel economy of the turbo'ed are better than the non-turbo and tend to be better at keeping themselves cooler. Which is another point... where do you live, what sort of climate?? These older diesels are not ideal for the PNW, which is where I live, so I keep my block heaters plugged in when its cold out, so I can be sure to make it to work on time.
The only swap that I would personally bother doing is the 1.9l. These will easily go 300k miles plus if you treat then right. I have done a few road rallys and RallyX's in a VW Golf with one of these motors swapped in, and it was a dream. Perfect for low-speed torquiness but also fast and smooth on the highway.
When I save up the $$ and fine one of these, I will definitely be doing this swap. Probably not this year, because I have the motor on my rabbit to rebuild first, but I will be sure to put up a build thread!!
You also asked about the TDI?? How mechanically inclined are you? I would assume that this would take a decent amount of work, since you would also need the wiring harness and control module. Or, if you got a newer TDI, then you'd also need the computer... eh. I am not an electrical junkie, so I don't think that I'd be into that much work. (but that's just me!)
There are a bunch of conversion kits on the market that look pretty sweet. Check out this site, they look like they have a bunch of good information: Suzuki Samurai Turbo Diesel conversion kit for Suzuki Samurai
though I just skimmed it, so hopefully it doesn't contradict me and make me look like an idiot
Hope this helped.