Just tested mine and 5 were dead meat. Replaced 4 (all on one side) and starts easy.
Price for 8 totaled $99, Motorcraft brand. The bad ones were Bosch. Truck has 140k, so plugs have been replaced at least once since new.
Nope, they don't throw a code.
Take off the flat connectors on the valve covers. You are supposed to be able to push on 'em and presto - they release. After 1/2 hour I used a screwdriver and pried 'em apart. Was rewarded with a satisfying CRACK as splinters of the connector latch flew off somewhere. Maybe they wont stay connected - but if I have starting problems later, I'll start looking at the connectors first.
The female connector that is left has 9 (?) pins in it. Ground one end of your ohm-meter, and touch the outermost two pins on each end of the connector mounted on the covers. One pin at a time!
You should see from 0.5 to 1.7 ohms. Anything else and they are toast. No reading (infinite resistance) means they are burned out.
Replacing them rates as about a 5.5 on the learn-new-cusswords scale. A lot less than pulling a transfer case, and more than washing your cat.
The test for the glowplug relay is simple: ground one end of your voltmeter, turn the key to the on position, and quickly scurry to the front and touch the large exposed post. You should see somewhere near 12volts, and it should go to zero after from 20 seconds to 2 minutes. Anything else and replace the relay. (Ignore the two small posts. The other covered post is the +12v feed from the battery.)
Get the part# GPR109 (Not the more expensive GPR110) from NAPA. Cost me $33. It has a bit different mounting tabs, but fits after a little fiddling.
I actually ended up only replacing four on one side, as I had three good ones on the other. She starts great now in 20-30 degree temps.
Good luck
Flinch