Could be...
1) non-functioning glow plugs
2) clogged fuel filter
3) failed lift pump
4) faild IP
How long does the wait to start light stay lit up? I know that my truck WILL not start EVER without working GP's.
Try removing the fuel filter and see if there's fuel in there. if its empty, or half empty chances are you've got either an air leak or a failed lift pump.
If you fill the filter up with good diesel or ATF, try cranking it with the schrader valve pushed in to see if fuel comes out...
Also, weak batteries could cause it to be slow rolling on start up. These engines have to haul balls to get off and running...