Quick story from another Benz newbie about the glow plugs. As Mike D mentioned, pulling out the handle until the full amount of spring resistance is critical. A month or so ago, I finally found what appears to be a decent '72 220D on Craigslist for a decent price and couldn't get it started after bringing it home. The PO told me he never really saw the pepper-shaker glow, even though it was supposed to, but it usually started up after a couple of tries.

After I got the car home (notice I didn't say "drive" - different story), I couldn't get it started. It wasn't until I realized that the pre-glow position wasn't simply the "on" position until I read about the starting procedure in the owner's manual. It was quite the humbling moment, but did I ever feel relieved when, after going back out to the car and holding the switch in the correct position for about 20 to 25 seconds, I saw the pepper-shaker glowing bright red. Another pull on the switch and the car started in less than a second.

I'm guessing I'll need to replace the glow-plugs before too long, but for right now I've found that simple patience is the key to a good "cold-start".

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Cars of Interest:
1972 Mercedes 220D
1982 Jaguar XJ6
1987 Jaguar XJ6
1957 Plymouth Savoy
1959 Cadillac Series 62