diesel wont start on a cold day? please see this!!!?

Ive had a look through a few questions on the site and it appeares threre is a lot of diesels with the same cold starting problem including my own 1996 escort diesel van,
I changed the heater plugs first,checked the heater relay,changed air and fuel filters,tested power going to the heater plugs but got nowhere,
If there is somebody out there that can help us diesel owners as to what to check for or what the problem is that they have encounterd and overcome please leave answers on this page first so everybody can see as there is so many people with the same common fault,most of the diesels appeare to have the same components,
Pleeeese help to clear this anoyying problem once and foreall.
Thanx