I always wait for the glowplug light, though there have been some exceptions, such as when the car was hot. It didn't seem to hurt anything, but I went back to waiting for them to glow, even when hot.

It's also good to start the car from cold after cycling the plugs twice, but once is enough if it's not too cold outside. Waiting about 15-30 sec after the light goes off and then starting up results in less smoke at startup, and it runs smoother, at least with my experiences it does.

__________________
'81 MB 300SD, '82 MB 300D Turbo (sold/RIP), '04 Lincoln Town Car Ultimate

Sooner or later every car falls apart, ours does it later!
-German Narrator in a MB Promotion Film about the then brand new W123.