Another option I didn't see mentioned was the turbo. AFAIK all modern diesel PUs are Turbo Charged
In some cases, especially when towing or engine under a heavy load it is reccomended to let the truck run for a few min to "cool" the turbo down before shutting the engine off.
They even make aftermarket products to automate this process..
http://en.wikipedia.org/wiki/Turbo_timer
Now the "necessity" to do this is debatable, as is leaving it on to heat, cool, or because its hard to restart. AT LEAST there are a few plausible reasons that dont include simply being an inconsiderate C**T to everyone else around you.
For my money, there is much "lower hanging fruit" of gas station antics and asshattery..
This would be the dipshits who sit there with their stereo on full-blast while pumping their fuel.
(yes, I also saw the thread about the people getting shot for doing this, save the link)