You should be able to get some at Autozone, but if you're also looking for maintenance items like oil filters, I would suggest buying a bundle of items (like 3 oil filters, and a set of glow plugs) so that way you can have them all at once.
All these sites have the glow plugs, but Mercedes Source sells them in sets of 5. Just watch out for their prices.
How is the rain with your car--no flooding? Magically, mine stopped leaking in the back, and the front passenger floorboard is a *little* wet (just very slightly)... another testament to the self healing properties of this car. My fuel gauge stopped flickering too! [