yeah diagnostics is the best way to know if the glowplugs are good or not, other methods not so reliable.. (measuring their resistance ect.)
you can find good quality NGK or BOSCH glowplugs on ebay for not too bad prices, better than stealer prices.
on a side note, i have 3 dead on my 330d (according to diagnostics), but i have not bothered to replace them, as they very rarely actually do anything in our climate. (they should more or less, depending on model, only switch on if ambient is below 5 deg/celcius)
however, i was told once by a bmw tech that the ecu uses the glowplugs to monitor combustion .. never could confirm it.