I would get a test light and check all the glow plugs first, this can be done by hooking the test light to the positive battery terminal, and touching the end of each glow plug one by one (still in the head) if the light turns on it's a good plug, if not it's a bad plug.
If you have any bad glow plugs only replace them with Motorcraft ZD9's you can get them at rockauto.com for a cheap price, or you can check ebay.
But if you find no bad glow plugs, then it is safe to say your glow plug relay has probably crapped out.
Easiest way to tell would be to jump the relay with a piece of wire, and listen for a loud click, if you don't hear a loud click the relay is bad, if you do hear a loud click the relay is good but it is not getting power from the ignition switch.
Check all your fuses too, yes sometimes it is something that simple.