I have a VW Transporter 2.5 turbo diesel. It does 30mpg all the time, cruises at 85mph, is comfy quiet and even handles ok.
It is no bigger or harder to park than a large 4x4 or people carrier, and fully comp insurance is less than £300.
Main cons are that people seem to think it's a works van so it's ok to smack their doors into it at car parks, you pay high tolls for it because it is classed as a commercial vehicle even though it isn't being used as one, and poor visibilty at times, although, to be fair, you do get used to that.
Another option is those slightly smaller vans you can get now, they're quite good. And you can buy a van from VW which has windows in the side and extra seats in the back, which you can click in and out as required. It's called a kombi.
Personally I'd steer clear of transits and the like as they are very poor quality, not a patch on VW and Mercedes, which hold their money for a reason!
You might think from that I like my van, I do!!
[Edited on 28-3-2005 by desmojen]