About 2.5k for normal driving, generally keep it between 1.5 and 2k when moving at a constant speed, whatever gear that is. If booting it I find 3.5k plenty enough, doesn't seem to respond any better going up to 4. Don't think I've ever been any higher. This is a standard FR TDi though, it's free revving for a diesel, but still does start to run out after 3500.
2nd takes me up to about 40mph, 3rd gear takes it up to about 60 if you change at 3500. Do it a lot and you'll see fuel consumption of around 35mpg.
Rob