Just purchased a 2003 bmw x5 3.0 d sport but its hard to start can see air in clear pipe from fuel filter any help appreciated 

Morning Hotrod1958

I don't have a Diesel but if the line is clear plastic I would think it is a return/overflow rather than on the pressure side, worth taking a look at www.realoem.com put the last 7 digits of your Vin in the search box it will bring up your model then check the Fuel sections. It is a BMW online parts list but has small exploded drawings that will help identify where stuff is and fits.

Hard starting can be a number of things, once started how does it run? once warm how does it start? With the cold weather are the glow plugs OK (not unusual) How many miles on the engine ? If high (200k +) Is fuel pressure OK has the compression been checked? There were a number of issues around 2000/2004 starter motors the Magneti starters failed causing slow cranking worth checking

Hope this helps

Dave