Normally, I do this religiously, however reading a post last night where someone was advised to try starting a cold engine without letting the glow plugs heat up on a car that they were looking to buy, I decided to try it for myself. My car (84 300SD) always starts up immediately, but this morning, starting it as soon as I turned the key, it cranked for 3 to 4 seconds before it started. I'm not concerned at all about this, I'm just wondering how important it is to actually use the glow plugs. I've seen several mechanics start the car without the light going off (warm engine, though). Does not letting the glow plug light go out have any negative effect on the engine?

Also, why don't newer (and larger) diesels have glow plug lights? I used to drive transit buses while in college. They all had Detroit Diesel 6v92t engines, and none of them had the "wait to start" feature or a glow plug light...

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1986 300SDL - 116K
2014 Prius Plug-in (company car)
2014 Q5 TDI (wife's car)