You must mean a 96 E300 Diesel?
Procedure is to remove wiring, screw out old glow plugs, install new glow plugs, reinstall wiring.
Don't give in to the temptation to remove the intake manifold, this will create more work than simply bearing with the manifold in place. You may find it advantagious to remove the intake cross-over tube however.
ps Marv, unless you meant an 86 300SDL, in which case the previous recommendation still stands as far as how to do it, the cross-over tube doesn't matter on this one, it's just tough to get to the ones near the throttle linkage in the middle, and the rear one by the filter housing. Just takes practice and determination, you'll get it.