I have a 1982 300D that's been converted to waste vegetable oil, but for once that's not the problem.

For the past few weeks when I turn my ignition to the glow plug warming position the light doesn't come on right away, so i turn the key back off and then on again and then the light would normally come on. Then after waiting for the light to turn off the car would start up just fine.
Yesterday I went to start up the car and the glow plug light just wouldn't come on. I figured that maybe it was just a light problem so I waited a minute and tried starting the car up. It tried to turn over but wouldn't, basically sounding the way it would if I had forgotten to wait for the glow plugs to warm up.
So I figured that the glow plugs needed to be replaced went out and bought new ones and am about to install them but figured I'd try the test that my Chilton's manual suggest of touching the grounding each glow plug while the ignition switch is turned to the warming position. Each glow plug sparked which the manual describes as them being good.
Does this mean that it's not my glow plugs and is instead something else in the system such as my ignition or the relayer? Or should I go ahead and replace my glow plugs? I've owned the car for a year and 1/2 and don't know if they were ever replaced before.

Thanks for any suggestions. I'm also a little weary to go ahead and change my glow plugs if that's not the problem because they're so hard to get at and i'm on a pretty tight budget.