If I drive mostly in the city—but often in inclement weather
The technology of the 335d's pollution equipment does not favor mostly city driving. The car is equipped with a DPF (diesel particulate filter) that captures most of the soot from the exhaust, and periodically burns off the soot in a "regen cycle".
The regen cycle (ideally) occurs at highway speeds, so driving the car in primarily city cycles might tend to cause you to have more problems with the DPF as time goes on.
Also, the way our d's are set up, you get your best mpg improvement on the highway, although you'll still get pretty darn good mpg in town.
One more thought: our d's are torque monsters, meaning they have tremendous power off the line. This car be disadvantageous in the winter. The xi of course won't have this problem.
As others suggested, spend some time in the diesel forum, you'll get plenty more advice from our ragtag group!