In order to avoid successful diagnosis by sequential replacement and the associated expense, I highly encourage the use of diagnostic tools. First a code reader from any auto parts store may be to pull diagnostic trouble codes (DTCs) that could direct your investigation. A better tool of course is AutoEnginuity or a Ford dealer's diagnostic tool. The dealer may charge for their diagnosis though. Try this website too:
Diesel Technician Society
Another possible issue could be the Fuel Injection Control Module (FICM). I would think that ordinarily, a fault would throw a DTC but you may check the voltage of the FICM easily enough to ensure you've got the proper voltage (after ensuring your batteries are good too of course...load testing each individually - isolated not in parallel). Here is a how-to from Swamps Diesel:
Of course some gauges would help to measure the fuel pressure too.
Hope these ideas get you closer to a less expensive diagnosis!