I'm in Toronto also and have to leave mine out all day parked at a train station. I don't use a block heater at night, since the car is in a garage anyway.
Last winter on an especially cold day, I started the SDL when it was probably -5 or -10 degrees F outside. I recall it cranking at a speed of about 60 rpm (it turned over about once every second) and it got faster & faster until it started. This was after glowing it twice.
A good battery, good compression, valve adjustment (not on my car, but on my old 300SD it was vital!) and lots of prayers while cranking is ABSOLUTELY necessary after the car has been out all day!
PS. To keep this entirely on topic, I should mention what oil I use  I run Shell Rotella T 15W40 all year round.
Neal
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'83 300SD 335,000km (207k) mi SOLD
'87 560SL 163,000km (101k mi) SOLD
'86 300SDL 356,000km (220k mi) SOLD
'92 500SEL 250,000km (155k mi) SOLD
'90 300SL 140,000km (87k mi) SOLD
'01 S430 260,000km (161k mi) SOLD
'03 SL500 167,000km (104k mi) SOLD
'07 S550 4MATIC 235,000km (146k mi) SOLD
'07 GL320 CDI 4MATIC 348,000km (215k mi)
'13 GL350 BlueTec 4MATIC 170,000km (105k mi)
'14 SL550 72,000km (43k mi)
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