Make sure your glow plugs work well. Plugging in the block heater would be real good idea if the temps get below freezing, for about an hour. As Rat407 said synthetic oil would also help, especially for those times you can't plug the block heater in. Any diesel rated 0W-40 or 5W-40 would be fine to use. I have also seen some Kleen-Flo low sulpher diesel fuel anti-gel, available at Acklands Grainger, which says it prevents gelling down to -45C. You will never have any gelling issues if you use this stuff. It's about $13 for one liter, which would probably be enough for at least one winter.
Take care
Peter