When I had my 2000 F250 7.3 I would just plug it in right when I woke up. It would be about 2 hours by the time I had to use the truck. It always started much easier after using the heater.
One tip I always give - make sure you have some type of warning sign that your truck is plugged in! I always put a work glove on the shifter when my truck was plugged in, reminded me to unplug. I broke a couple extension cords before I learned that lesson.
Also, the story about the burning cord reminded me that I did get a heavier duty cord for my truck. Many times heavier duty cords seem to be easier to work with in cold weather - which leads me to recommending getting a "winter" cord, they are designed to stay flexible in cold weather.
About newer diesels and cold weather... I've noticed that some new trucks don't have the wait before starting light on the dash? My 7.3 had a light that came on that lasted about 5-10 seconds before going out, then you would start the engine.
