Tony James replied:

Grant, not all turbos whistle. This is not an indication of whether the turbine is spinning or not. Glow plugs are not supposed to 'stay on'. There job is to heat for a short while ( a couple of seconds depending on how cold the motor is) to warm the mixture prior to starting. When you turn the ignition 'on', there should/may be an orange light in the dash. Wait until this goes out and then start the motor.

Dion replied:

Grant, I concur with the comments from Tony, my Rodeo Turbo is very quiet, but on Dads Hilux, it does whistle between 1000 and 2000 RPM before going quiet. The Rodeo's having direct injection do not need a long pre heat on the glow plugs, when switching on, if you blink, you will miss them. As far as being not satisfied with the 'punch' from your Turbo, how many k's has yours got on it? The turbo will be working, but if the clearences have diminished, the turbo will not be able to provide the required boost, this usually occurs if the turbo has had any sort of a bearing failure, or a bearing that has slightly worn.
Cheers,
Dion.