+1 on the OIL and Fuel Filter. These are the first thing to check. If you have been doing general maint. then you may rule this out.
However one thing to look at maybe your valve cover gaskets.
These gasket actually have the injector connetors and the glow plug connections in them. The connections are known to burn up especially if your have been cycling the key to increase the glow plug duration.
Check this out and you will see what I am talking about.
http://www.youtube.com/watch?v=pJ1wyMBvLLc