I think it largely depends on your needs, for me the 2.4 is a bit more of a mind field than the 2.2 and the fuel economy of the 2.4 isn't as impressive as you would hope (neither is the 2.2) but when you take into account the higher cost of buying the 2.4 in the first place, higher price of diesel and increased servicing costs (cambelt on 2.4 vs camchain on 2.2). I think you do have to take a double look, as in untouched form neither the 2.4 or the 2.2 are economical cars.
2.4 owners are reporting low 30's/mid 30's and 2.2 drivers are reporting high 20's (myself included). The 2.4 only starts to make sense to me if the car has had the injectors/manifold replaced and the DPF removed (which apparently has a great impact on economy).
Otherwise the sound of the 2.2 (despite it's origins)at 4k revs is a nice bit of surprise and delight. (Ex owner of 2 diesel Alfa's and 4 petrols)
Current Italian Cars:-
2004 Alfa Romeo GT 2.0 JTS
Previous Italian Cars :-
2003 Maserati 4200 Cambiocorsa
2006 Alfa Brera 2.2 SV JTS
1999 Alfa Romeo 156 2.4 JTD
2005 Alfa Romeo 156 2.0 JTS Veloce
2004 Alfa Romeo GT 1.9 JTD
2001 Alfa Romeo GTV 3.0 V6 Lusso
2002 Alfa Romeo 156 2.0 JTS