I've copped some flak from this forum and elsewhere by saying what I'm about to say but - in my opinion - the 20d is the least impressive of the engines in the F25 X3 (although reading about this X3 18d 2WD available in some markets we may now have a new contender for that honour). BMW's 20d engine is relatively noisy - particluarly compared with the equivalent 2.0l TDI Audi engine - and almost as noisy as Volvo's notoriously noisy D5 diesel. In my opinion the 20d struggles to move the 1.7-1.8 tonne weight of the X3. Bottom line is that there is simply nothing particularly special about the X3 20d compared with similar offerings from Audi and Volvo other than the badge on the front and back.
Not sure exactly where your location is, but if its available in your market the 30d is a far better proposition. Not only does its performance piss all over the 20d (as you would expect) but probably comes close to even out-performing the 35i petrol/gas X3. All with very little sacifice in real life fuel economy over the 20d. The 30d is just so effortless compared with the 20d. Again as I've said in previous posts - the 20d vs 30d comparison is a no-brainer. In contrast the 30d vs 35d is not so clear cut.
My opinion - if the 30d is available in your market save up the extra and go for it.
However regardless of what I or anyone else has written here, as Renaud as suggested - go for a test drive and make up your own mind. Only suggestion with any test drive - if at all possible have a back-to-back test drive of a 20d and 30d.