I also have a 240D and I took out the starter and replaced it with a 300D TURBO one so it cranks and starts alot better. I just also found out that my NEW glow plugs were shot after only 6 months. I could not figure out why my car was starting the way it was till I changed the plugs...
I also just changed the oil today with mobil 1 for improved starts. It starts without even the slightest hesitation.