As the others said, do both fuel filters first. Then check the ALDA tube. A very common blockage point is the "switchover" valve on the firewall, part of the the overboost protection circuit. If this gets plugged, you get no power (actually, no fuel enrichment with boost.) You can bypass it temporarily for a test drive to see if that cures it.
If you still need to diagnose further, attach a pressure gauge with a "T" in the ALDA line, either connected in place of the s/o valve OR actually at the ALDA. Go for a drive, watch the gauge, at full throttle in 3rd gear, 4000rpm, you should see at least SOME boost (factory spec is 12-14psi). If you see something over zero (say, 5-7 psi) your turbo is working and you either have low fuel delivery preventing further boost (tweak the ALDA), OR a faulty wastegate. If you get zero pressure and the line is clean, and the banjo fitting at the manifold is clear, the turbo is faulty (impeller blades shot, shaft not spinning freely, or wastegate jammed open.) I actually had this problem on my 1984 300D with zero boost, impeller spun fine, the wastegate was broken internally. I repalced the turbo with a Pick-n-Pull unit for $50 and it's been fine - plus my 0-60 times have dropped from ~25 seconds down to 13-15!
http://www.meimann.com/docs/mercedes/84_300D_performance.txt
Regards,