My advice (coming from the great white north)- run the lightest oil you can and keep it warm. And have a good set of glow plugs and batteries. A oil pan heater might not warm the engine as a whole very much, but it keeps your oil warm and that's what matters IMO. I've seen videos of a 4cyl gas engine starting with the valve cover off at -25C, it took the oil a good 2 minutes to BARELY trickle out, i don't even wanna think what 15w40 would be like. And I've tried pouring 15w40 at these temperatures, it is literally like molasses, so thick you could almost scoop it up and dump it in with your hand faster than pouring, lol.
Lighter oil also lightens the load on the batteries because everything can spin faster. A good set of glow plugs should be able to do the rest of the work(...IF...your batteries are up to snuff). A coolant or block heater will just lighten the load on the glow plugs. Battery blankets do work when its not quite as cold but it gets so cold here if your battery is crap, you'll find out and a blanket wont do you any good
I use a 1500w coolant heater and a 75w glue/stick on oil pan pad heater. It's only 75w because 0w40 doesnt need the heat to thin it out that a heavier oil would.
For you guys/girls in the states with warmer winters id suggest 5w40 and a oil pan heater. A coolant or block heater will help the oil stay warm once the engine is running and the oil is circulating.
(very) Cold starts are one of the hardest things on an engine, especially with a diesel running heavier oil! It was -20c when i switched to 0w40 this year, the reduction in noise when cold starting was very noticeable It only sounds like a bag of wrenches in the dryer for 4 or 5 seconds then smooths right out
My cold start setup:
Napa group 31 1325CA 1060CCA batteries
24/12v resistor bypass (and new GP solenoid, old one wouldnt fully engage off of 12 volts, one thing to watch for if you do the conversion)
Manual GP switch
AC Delco 60g glowplugs with new wiring
Gear reduction starter
Power service winter additive, don't really know if it helps cold starting but i always use it and never have issues
K i'm done writing my novel, keep warm and happy cold starting!