The quick-and-dirty way is to unplug the plugs from the wire, and hook a test light to the positive terminal on the battery. If you touch the tester to the "hot" side of the glow plug (where the wire attachs) and the light lights up, the plug's probably good.

The proper way to test them is to get an ohmmeter and put one lead on the part where the wire plugged in, and the other on the outer threads (this should be ground). If your meter shows 2 to 3 ohms or so, you're good. Infinite resistance or 0 resistance indicates a bad plug (either burnt out or short-circuited so that it sucks up power but doesn't heat up).

Hope that helps some..good luck!