Do you let the glow plugs run for the full 35 seconds that the relay allows, or do you try to start it after the glow plug light goes out?

How old are the glow plugs? A cold resistance check simply shows they all work, but there is a big difference between a red glow and white hot...........especially when you need it near zero degrees F.

You already know that 15W-40 doesn't cut it at these temperatures, and, yet you continue to use it. You do know the definition of insanity..........???

Switching to synthetic 5-40 should give you about 10 degrees lower starting ability. If you know you are going to be in severe cold with no access to electricity, carry a small gas generator if you have one to power the block heater for a couple of hours before starting.
But, one very important component of cold starting is to remember that your odds are always better of getting it started on the first attempt. Glow a couple of times, then hold the key in the start position until one or two cylinders start firing. Keep the key in the start position, helping it to run on a couple of cylinders until enough other cylinders jump in to keep it running.
If you stop before it starts the first time, the odds of getting it started on a second attempt are considerably lower.
The instructions about using the starter to keep it running on a few cylinders come directly from one of my MB manuals.

Hmm consider switching to a lighter oil. I have Rotella 5w40 in my car after recommendations from this forum. I don't want to even consider what starting on 15w40 would be like in the teens or single digits !

I know it's been mentioned, but don't downplay the importance of cycling your glow plugs multiple times! I had to start one night in the single digits and it does help a lot!

That is a pretty good idea. In my 83 300SD there appears to be enough room under hood to do this set up if I fabricate a battery tray on the driver side fender area. (Only because of the long battery cable run it would need, and the longer the run the more amp. draw if done in the trunk). I had a similiar type of set up in my Suburban for when I took the family camping. Shoot, then you could also attach a trickle charger into the system so when you plug in your block heater, it will also ensure that your battery system is warm and fully charged.

Ok so I need to change out to 5w40. I have had some trouble starting the old 300SD with the temps in the single digits. I also need to let the glow plugs run there full 35sec. I have found that the block heater is kaput and there is no way it is getting changed anytime soon. What do You guys think of a lower rad hose heater? I have to change the thermostat and flush the system anyway. The valves were adjusted 6k ago and it has always started good down to 12-15 deg. The battery was new in july. I have good cranking speed for a minute or two in 15 to 20 sec. cranks.

Lower radiator hose heaters are good.
However, the MB instructions are clear, you don't want to crank the engine in short bursts. You should keep cranking it until the engine starts or the battery is dead. Multiple short bursts are counterproductive to starting in very cold temperatures.

You don't want to fry the starter though. I crank for 10 seconds at a time, then glow again a few times.

MB designed the starters to run for long periods of time in cold weather. The MB manuals say to keep cranking it until it starts and to use the starter to keep it running on a few cylinders until enough are firing to keep it going. Gassers are a different matter.

Positive the block heater cord is not bad? The plug end on my SDL was bad, simply replaced that and the heater works again.

Spent about $4 at the home improvement store versus about $50 for the new cord (at least I think that is what the new cord runs)

I have cranked for well over a minute. Do not touch the accelerator, adding more cold fuel cools the chamber. Once it starts to fire, keep the starter engaged until it is running and responds to slight application of the accelerator.

My first advice to people is to adjust their valves every Oct., but you have already done that.

Plug it in if you can.
Change to 5-40 oil for the dead of winter.

Cycle glow plugs twice.
Crank the starter until it starts and don't let off until it is running.

Get some 6 gauge jumper cables if you can find them.

Do Not Use Ether (starting fluid).

If you are truly in dire straits? Give it a shot of ether down the schnoz.

If that doesn't work, then you try some!

Warning this might crack your head and/or your car's head.

Or, if you are far away from any kind of easy help, fill 'er up and keep the car running overnight.

We dont get the same low temps as you guys. When my old 300D was on its last legs, if I was needing it first thing on a very cold (20F) morning, I used to take the fan heater (2,500 watt household type) out & run it so it blew hot air up under the front of the motor for an hour or so. I then set it up so the motor was sucking the warm air when I was trying to start. It worked a charm. Dont know how it would go for your temps though. Over here we wouldnt get out of bed if it was that cold!!!

at least ya put the warning in...

lemme make it plainer...

unless you know exactly what you are doing, NEVER INTRODUCE ETHER TO AN IDI (glow plug style) DIESEL ENGINE!!!!!!!

the instant explosion of the ether can bend rods, shatter pistons and other bad things you don't want in your car...

An old time Mercedes mechanic told me the exact same thing: do not ever ever use Ether to start because you could be looking at a snapped timing chain.

Here's a little something I'm looking at for cold winter starts....notice it has 1700 cold cranking amps!!! That's a lot of juice!

http://www.amazon.com/Jump-N-Carry-JNC660-1700-Peak-Starter/dp/B000JFJLP6/ref=sr_1_5?ie=UTF8&qid=1292335759&sr=8-5

that says 425 CCA... it's a 660 CA 1700PEAK amp battery box.
it's not really strong enough to start our cars with a dead battery, it's fine to assist in cold weather starting, but you better hook it up PRIOR to starting your car. not after your battery fails to start you.
for serious dead battery assists on our cars, you need a commercial 1200 CA which would be 900 or so CCA probably around 3000Peak amp packs... about 250.00