Sorry fella, not sure why no-one's answered you
I have a 1999 HDi 110 but I've had quite a few problems all of which are atributed to it being a Diesel but mostly avoidable with a bit of timely maintenance.
Basically my rear engine mount spewed it but I left it alone......then came a burst intercooler hose, then the exhaust flexi pipe fractured (due to excess engine movement) and required a new down pipe, flexi and CAT (all for around £450.00)
The EGR valve stuck open and leaked (poor performance/smoke etc) £120.00 ish
Then there's the clutch and dual mass flywheel - the flywheel craps out and you get judder/slippage. A direct genuine replacement is circa £600 notes but a cheaper solid conversion shoud be around £350.00. If you find one were the clutch is sweet then all well and good, just look after it.
The cooling system is worth looking into - the coolant should be nice and clear, a blue or green colour etc. if it's all shitty then the coolat has not been cared for which could point to possible water pump problems and radiator lockages in the future (which is realy bad news on aluminium headed engines).
Bottom pulley's fail at around 110K (£250.00 fitted).
Radiator fans can fail (mine did at a cost of £170).
ALL 406's air con condensers fail at around 7 years old (£300.00) and some pipework can corrode requiring replacement and regassing - recommend greasing pipework bracket positions.
We get frequent throttle position sensor failures on the 110 (bringing your engine light on) and requiring diagnostic costs each time etc. essentially the throttle pot needs changing (£60.00 ish) but there's some debate as to whether the fault is the earth wiring within the main loom (que fault finding £££).
The "newest" HDi's in 110bhp form come with more emission control (lower tax band) but this can give rise to more faults (que: ride to the dealers £££).
In-tank fuel pumps like to crap out at around 120K and can send little bits of metal upto the filter and this should all be (officially) flushed out etc as the high pressure pump and piezo injectors will not accept a single micron of dirt. Here's another area of concern if the car's ever had petrol through it then this shortens the life and service of the HP pump which is mega bucks (one owner cars should reduce this risk). If you can get your potential purchase onto a diagnostic machine then look for a nice solid fuel rail pressure inthe live data readings indicating hopefully a healthy pump.
There's a BSi unit tucked away under the dash to which all essential services are connected including the locking, windows, air con, indicators, wipers, everything not engine related and if this unit throws a wobbly it can be a nightmare but luckily we see very few (none really).
Corrossion never comes into it with 406s they're brilliant for their anti-corrosion ability.
The 2.2 HDi is excellent but can see you down the dealers frequently with emissions faults.
The 90BHP model is more simple with a solid flywheel and simpler rear brake drum instead of discs/inner drums.
Don't get me wrong the HDi is a fantastic piece of kit and is undoubtedly the best common rail out there but they aint like they used to be and they need regular preventative maintenance otherwise you'll be punished by it.
In my case it would have been cheaper to run a 2.0 petrol in the long run but the economy of the HDi is very apealing too with potentially higher resale value
If I had my time again I'd have bought a 90BHP model, replaced the engine mount straight away and had it remapped (properly) to 120BHP. Although at the same time I think the model range of the 90 is limited (not sure you'd get an exec for example) actually the later SE specs are nice with aluminium trim, reverse glow dials and half-levvers!
Hope this helps, it better do as it took bloody ages to type
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Stupid EU regulations 
