I'm a believer in block heaters. Yes, most properly maintained engines will start without one, but it is much easier on it if you start it after it's been warmed up a little. Not only does a block heater heat the metal components, but it also heats up the fluids, and even luke-warm fluids flow better than those that are sub-freezing. And I prefer to see the normal black smoke on startup, rather than white smoke pouring out of an ice cold diesel for a couple of minutes.
Many glow plug systems do not shut the glow plugs down for a couple of minutes, even after the light goes off and the engine has started. So, you can turn the key to heat the plugs, let the light turn off, and continue to hold the key in the warm-up position until you want to start it. The whole time the key is in the warm up position (and during the first minute or two of the engine running), the plugs should be heating.