Nilo,

If you are really intrested in this subject look over in the engine forum I remember reading some really good explanitions regarding this subject. many people tend to think the glow plug works exactly like a spark plug but that isn't the case a spark plug needs an external power source to provide the juice for a spark where as because of the chemical reaction a glow plug is self sustaining.
Glow plugs can a do wear out. I'm not sure of the exact cause just that sometime they don't glow.