This does sound like a glow plug issue. Did you use Bosch? Those are the only ones I have had success with. I would measure the GPs themselves for opens or shorts.

Use a voltmeter to see if each GP is getting juice to it when the key is turned on.

Does the GP light do strange things, like stay on after the car has started? This may point to a failed GP or two.

__________________

'98 E300 DT
'87 190D 2.5 turbo RIP
'92 S500 Sold
'03 3.2TL-S A-Spec

Autolite. I wasn't expecting them to last until 2010, but I'd expect them to last longer than a couple of months!

I've tried, but I think the glow plugs cycle quicker than I can turn on the ignition, hop out and get a good connection with the voltmeter.

No, nothing like that.

You have to use a helper to check the glow plugs for voltage. Also you want to pretty well know how long you have voltage for sure. If voltage there there check out the plugs.

Okay, I had my helper turn the key while I checked for voltage. Sure enough, the number one plug is getting 12.4 volts.

Good, now make sure the other 3 are the same.

Since you said "Autolite", I would pull the plugs and check them for opens and shorts. I have had autolites fail and will only buy Bosch...they can be had relatively cheaply online.

__________________

'98 E300 DT
'87 190D 2.5 turbo RIP
'92 S500 Sold
'03 3.2TL-S A-Spec