It looks like you have a 2616 from the avatar. My 3316 says change the filter when you experience a loss of power. I probably will change it before I reach that point.
Long, long time ago before I bought a diesel pick-up my friends said to always carry a spare fuel filter. I ingored that advice and spent the better part of a trip across two states looking for a fuel filter for my truck on a return trip from CA after purchasing some bad fuel in CA.
You should be checking your fuel bowl daily for any water in the bottom. Maybe you are doing that, but in case your not that is important.
As far as the fuel filter plugging, the result will be a loss of power under load, which may present it's self as a miss, etc.........
Generally blue smoke at startup is oil; I've had some Chevy small blocks that did that because of oil leaking past valve seals overnight.
I can tell you my 3316 blows black smoke at for the first few seconds at startup. Black smoke with a diesel is unburned fuel. I don't notice it while running so I am not concerned. It is enough to leave soot on the hood side covers.
White smoke can sometimes be water; from coolant leaks or simply condensate in the exhaust. If you are not loosing coolant then don't worry about it.
If you are not burning lots of engine oil you probably have nothing to worry about.
I hope this helps, and perhaps you'll get some other insight posted.
Many people find that smoke at startup and while running is reduced with the use of a DFA, diesel fuel additive. Many believe this is even more important with the current ultra low sulfur diesel for lubricity reasons; for this reason I use Power Service Diesel Kleen DFA in my 3316 and my pick-up.
