Glow plugs come in either cold, medium or hot. Using a hotter glow plug can be a cheap way to increase performance by increasing the speed to combustion but if you go to hot for your engine it may damage it. When you first buy your nitro engine it's best to use the included plug until the engine is run in. Smaller .15 to .18 engines will usually come with a medium glow plug and .21 and bigger engines will come with a cold plug. After your engine is well run in you may be able to increase performance by upgrading your smaller engine to a hot plug and your bigger engine to a medium plug. Finding the perfect plug for your engine will take some experimentation. After some use of a glow plug the coil will start to turn grey. If you want to check if a glow plug is to hot for your engine install the new plug and then run two tanks of fuel through the car. Then remove the plug and check the coil. If it is still shiny and oily then the plug is okay for your engine. If on the other hand the coil is grey after only a couple of tanks then the plug is to hot for your engine and you should discontinue using it.
Some engines also use a bigger turbo glow plug. Please note you can only use a turbo glow plug if your engine already has one. You can not put a turbo glow plug into an engine that currently has a standard glow plug as the thread and size is different.