General Comments:
My previous car was a Peugeot 405 diesel which served me well for 207,000 miles so it was easy to decide to go for a 406.
The HDi engine is a a vast advance on the older diesel engines. Pre-heat takes about 1/2 second even in freezing conditions, and is not needed again unless the car is left for hours.
The engine is very smooth and quiet, unlike any diesel I have driven before.
Gearing is quite high, and takes some getting used to, with the result that acceleration with low rev's is poor. But this engine will happily go to 3-4,000 rev's to give you a respectable jolt in the back without belching out clouds of blue smoke. At 2-3,000 rev's the pure grunt is awesome.
On the other hand the high gearing does mean that 5th (or even 4th) gear in town needs to be used with discretion. You'll need to constantly watch the speed because the ride is so smooth and the engine so quiet that the beast needs controlling. The same on the motorway. Cruising at 3,000 rev's with the 405 kept me at about 80 mph... cruising in the 406 at 3,000 rev's means 95 mph. At 95 the 406 is stable and quiet. I can easily have a conversation with passengers in the back, and still have the oomph to put the pedal down and join the outside lane whatever their speed.
I've deliberately abused the brakes in snow and the ABS worked perfectly, no sliding at all, not even down the camber.
Climate control means 'set it and forget it'. I've set the cabin temperature to 21 degrees and have been comfortable in snow and ice and in strong sunlight. When I've gone back to the car after it's been standing in strong sun and is swelteringly hot, after a minute or less I've been given a blast of cool air wherever I direct it.
NEGATIVES?
Why have Peugeot removed the adjustable lumbar support in the front seats? Tilting the driver's seat helps, but it's not the same.
Other than that, I've sat here for 20 minutes trying to find more complaints and can't.