I used a diesel additive (I think it was Amsoil, but I will edit this later when I have a chance to check my garage for which one I was using) for a few months in the proportion specified on the bottle.
I started noticing a slight "thump" when I started my car. Sounded sort of like a mild backfire.
I got lazy, and stopped using the additive. Starting thump/backfire went away.
Edit: It was Power Service Diesel Kleen with Cetane Boost. And it took a while after stopping using it for the initial backfire to go away. This tells me that it might be okay to use it once in a while to clean out the engine, but I wouldn't use it on every tank of diesel.