The method to starting a Diesel in cold weather is entirely dependent on the vintage of the engine. If yours is a more recent year then by all means follow the manufacturer's instructions, at least first. All Diesel engine manufacturers understand the problems with the cold, and because of so many more light trucks and cars have these engines and so many "lay people" now own diesels, they have tried hard to make them run as easy as there gasoline cousins. Try the directions first; it may be as easy as waiting for the little light to go off before turning the key.
If your not so lucky and an have an old timer, you own the reason they did all the things to make it easy for the other nice people. Best advice is to be prepared. Make sure you batteries are up to snuff. Plug your block heater in, even if it's not going to be "that cold". You make a much subtler sound if you guess wrong and plug it in when you didn't need to as opposed to not starting your rig, besides it's always gentler on an engine to start it when it already partially warm. When Diesel begins to start, it's often not but a few cylinders firing. You can be hitting that starter many times to get it running enough to keep spinning on its own, be patient, be methodical crank for 15 seconds then wait, about 15 more, then repeat. A bit before you know it's just not going to start, it's time for the secret weapon. Everyone will tell you how hard starting fluid is on an engine, especially people that use it a lot. Tiny squirts, just enough.
The main focus as of late on diesel fuel is the new ULSD (ultra low sulfur diesel) standards, but fuel have improved in other more immediately useful ways. If your in a cold climate during the cold time of year, Diesel has anti gelling additives added to it already. The only time you should need those is if you are heading north and have some fuel that wasn't treated because of the warm climate or if the last time you bought fuel it was summer or early fall. Save your money.
I had a bus that I converted into an RV, the best way I found to start it in the winter was to do it in Arizona, it always fired right up.