rhamer-- if it's warm where you are, then I'd be looking somewhere besides the glow plugs. Forgot you folks have your seasons "backwards".

A diesel engine works on the principle that a gas, when compressed, will rise in temperature.
With high enough compression, the gas (air) temp in the cylinder will rise to the point that if diesel fuel is sprayed in, in a fine mist, it will ignite, just because the air is so hot. IIRC, the minimun for diesels is 15.4:1; my 504D was around 22:1, my TDI around 17:1. (Gasoline engines run from around 8:1 to what's considered very high 12:1.)
A cold diesel engine will raise the temperature of the ambient air a certain amount; if the ambient air is warm, no problem-- IF the compression is up to snuff. The air will get hot enough for the fuel to light off when it's sprayed in.
Glow plugs are used (and may well be necessary) if the ambient air is below a certain point. Their job is to pre-heat the air in the cylinder so it
will get hot enough, when compressed, to ignite the fuel.
Every engine is different in its requirements, but all diesels work this way. We often use their inventor's name (Rudolf Diesel) to describe diesel engines, but technically they're known as "compression ignition" engines. (That's why diesel oil has a "C" --for "compression"-- designation, whereas gasoline engines carry an "S" --"spark"-- designation.)
Another factor that is somewhat crucial in a diesel engine is precisely when, in terms of the piston's position in the power stroke, the fuel is introduced-- fuel "timing", as it were. If that's not right, engine starting & running suffers badly, even if compression is fine.
That adjustment is accomplished much the same as ignition timing adjustment on a gas engine's distributor, except it involves the injection pump. To get it right, however, the whole front of the engine may have to be removed to expose timing marks on the crankshaft. Once set, diesel timing should never be altered. (This is on mechanical diesel injection engines; newer ones, like VW's TDIs, are adjustable and controlled by the engine computer.)
So-- if it's warm where you are, glow plugs
shouldn't be needed to start, generally speaking. However, my tractor likes the help, even in the summer, if the engine is stone cold-- but it will still start OK, if a bit sluggish, without glow plug use. On the other hand, my VW TDI rarely needs glow plug help.
After the obvious things like filters and injectors, I'd be looking at compression and injection timing. If you have the specs, compression testing isn't bad, but you may be better off to pay an expert to look at injector pump timing. (Have you noticed any loose bolts on the pump?)
Sorry to ramble on, but I hope this little tutorial will help!
Walt from "up nawth--WAY up nawth" (Man, it's been cold here lately!!)