you can try something similar to this to check the compression.
http://cgi.ebay.com/NEW-DIESEL-COMPRESSION-TESTER-ADAPTER-GAUGE-VW-MERCEDES_W0QQitemZ330088876141QQihZ014QQcategoryZ20766QQssPageNameZWDVWQQrdZ1QQcmdZViewItem
not sure how to check the injectors without taking them somewhere. but you could run some diesel purge thru the system and that could clean out any deposits you may have.
dieselgiant.com is really good with parts/how-to's
you could also use this to check the vacuum stuff:
http://www.harborfreight.com/cpi/ctaf/displayitem.taf?Itemnumber=39522
(i'm not affiliated with any of these companies)
