I would put Diego in the same category as Van der Vaart. A player who can be effective only when playing the lead violin on the team. He has to be the playmaker, has to have the team built around him and have the ball at his feet in virtually every attack. If you give him what he wants, he can be fantastic.
But if you ask him to sacrifice or adjust anything in his game for the team, he will be miserable. And forget about him "contributing" something useful from the bench.
Van der Vaart was the king of Hamburg, before flopping in Madrid and then again finding his stride last season at Tottenham. He was fortunate all Spurs strikers had such a mare of a season, so he did not have to overcome a strong competition for the spot of 2nd striker as he would if, say, Defoe and Crouch formed a productive partnership up front and thus forced Van der Vaart onto the wing or in CM. Then that was the case, the Dutchman's first season in England might have turned out quite differently.
Diego was the undisputed king of Bremen, where he could do what he wanted and the team was built around him. But he flopped badly every time he was asked to adjust. It's hard to succeed in a big club with this attitude, because big clubs usually have many big egos in the team and fierce competition for every position. If I were Diego, I would go to Malaga. They have an ambitious project and he could be a leader there.