I have a 1999 e300 turbo diesel with 75000 miles, on colder mornings it has rough idle with a loud knock (for about 5 seconds)and a small white plume of smoke at startup. Is this a sign of future problems ? and what can be done to fix this? Other than this it runs great.
Bosch is what to get, they will last the longest. Most parts suppliers will stock them.
Beware though, the glowplugs occasionally break during removal and fixing that means the cylinder head has to come off to get them out. So if you're going to do it yourself, soak the glowplug with penetrating oil a day before, get the engine hot right as you're ready to change it and do not force it out.