My 240D misses and runs rough when cold and during warm up, but once it is warm it idles a bit high. Its almost like someone flipped a switch, all the sudden it starts idling good. All this only happens when its idling.

A few ideas:

1. Vehicle is functioning as designed. If you're used to a modern fuel injected gasser, the thing is going to seem to run badly when it's cold. A certain amount of missing, coughing, and smoking on a cold engine, especially if the ambient temperature is below freezing, is normal. You may want to compare to some other 61x diesels to see if yours is substantially worse.

2. If your car is substantially worse, things to consider are glow plugs, old hard fuel lines causing intermitant air leaks into the fuel system, valve adjustment out of spec, worn out injectors, and low compression.

In addition to the condition of the glow plug system is the question of whether it's being used properly. That will vary somewhat depending on the style of glow plugs and control system in use.

What year 240D are we talking about here?

When were the valves adjusted last?

What kind of shape are your fuel lines in?

What climate/weather are you operating in?

How many miles on the engine? On the injectors?

Any history of SVO/WVO use?

__________________
Whoever said there's nothing more expensive than a cheap Mercedes never had a cheap Jaguar.

83 300D Turbo with manual conversion, early W126 vented front rotors and H4 headlights 400,xxx miles
08 Suzuki GSX-R600 M4 Slip-on 22,xxx miles
88 Jaguar XJS V12 94,xxx miles. Work in progress.

1982
PO had the engine rebuilt in 2001
one of the return hoses is leaking
warm texas weather
odo is broken and I would guess 300k+
No, not that I can tell
I've owned other mercedes diesels and work at an import shop and have worked on a few W123s

Last valve adjustment?

Have you checked the glow plugs?

I see.

Replace return hoses. If one's leaking, the rest are about to start. You want 3.2 mm fuel hose. It's sold by the foot, inexpensive, and you can cut and replace the lines in under an hour.

Adjust valve lash. This is a regular maintenance item and should be done every 15,000 miles. If you search "diesel giant" and "valve adjustment" you should find a very good tutorial on how to do that. That particular job goes much better if you have the special bent 14mm wrenches, but it can be done without. I bought my bent wrenches from this site and they paid for themselves in a weekend. While you're looking at Diesel Giant's site, you should also check out the tutorial on "How to Fix Your Odometer." It's reasonably easy, if tedious, and makes maintenance scheduling much easier.

Glow plugs: The light should be staying on for about 30 seconds before it goes out. The plugs will actually continue to glow longer, but in your weather, you shouldn't need to let them do that. If the light isn't coming on, or is going out sooner, that tends to indicate a problem with the glow plug system.

__________________
Whoever said there's nothing more expensive than a cheap Mercedes never had a cheap Jaguar.

83 300D Turbo with manual conversion, early W126 vented front rotors and H4 headlights 400,xxx miles
08 Suzuki GSX-R600 M4 Slip-on 22,xxx miles
88 Jaguar XJS V12 94,xxx miles. Work in progress.

Probably havent been adjusted since rebuild
Havent checked glow plugs, but they will be replaced anyway since I don't have any idea when the last time anything was serviced.

I would start with those two item (although you don't really have to replace any GPs that test OK). If it's still acting up (and the compession is good) I would take a look at the injectors next.