Man these are such a pain in the arse to fault... well not really, but there's a method.
The glow timer relay is behind the passenger kick panel, but don't go replacing it just yet.
First...
Chuck a test light on the bridging strap between the glow plugs and hit the ignition. No current = problem closer to the relay.
Next...
Check for current between the terminals of the plug which connect to the glow plug resistor. The resistor is the large sensor right beside the oil filler cap. Got current? Check the glow plugs themselves.
Next check for continuity of the resistor itself. One probe on the END of the sensor, one on the brass section closer to the engine, after the plastic insulator ring.
Now if that test indicates an open circuit, the resistor is shagged and is essentially telling the glow relay that the engine is already warm and glow plugs aren't needed. Replace.
If that doesn't give you any joy, then its most likely the relay. Best of luck finding one at a reasonable price :P