I've got an E46 330d (aka Shed Mk2) which currently has zero functioning glow plugs thanks to a failed module, a membrane in the passenger door that lets water in and an asthmatic blower motor. I'm not driving it too much at the moment because of the salty roads, but I wanted to take it on a run to work on Friday to keep the battery going. Plus I get hankering to drive a manual after marvelling at the odd choices the auto-tragic box in the 335d makes.
I got in the 330d on Friday morning and it was -5c. It started first turn of the key despite being sat out in the cold unsused for a week and having no glow plugs, but was a bit lumpy for a few seconds before smoothing out. However, thanks to the membrane in the passenger door, some of the inside of the windscreen had frozen. So, although I had removed the ice from the outside of the windows I had to let the car sit and idle with the blowers weezing their best at the windscreen for 15 minutes before I could drive off. The brake lights stick on first thing in the morning if its freezing, but the work around is to tap the brake pedal a few times before turning the key (I guess this wakes the switch up in cold temperatures), so its not much of an issue.
The 335d (aka Shed Mk3) is the better car to take at this time of year because it has none of the above problems, plus heated seats, although I don't tend to use them.