I've run diesels out before (tractors, not the Cummins... yet). *MOST* of the time it's not really a big deal, put some fuel in the tank, open the bleed screw on the fuel filter and pump the prime lever (or "bump" the key for you over-valved folks) until fuel comes out. Then, close the bleed screw and try starting like normal. You usually have to crank it a bit longer, then it runs rough and nasty for a few seconds, then all is OK. Still, kind of a pain in the butt

, but basically the same effect as when you change your fuel filter.
In the *BAD* case, where the above doesn't work, you need a wrench to loosen the fitting on an injector. Usually one is enough, but it's not too hard to loosen a couple of 'em. Then, since you've already primed the filter, you just crank some more until fuel runs out from where you've loosened the injector line(s). Then, tighten 'em up and start as before. Runs nasty for a few seconds, then you're good to go. Not the kind of thing you want to get involved with in your "Sunday go-to-meetin' clothes" as you tend to get diesel on you, but not the end of the world.
Everyone seems to make out like running out of fuel in a diesel is some huge disaster, akin to the end of the world. Basically, it's a pain in the butt, but not really a big deal. Unless, of course, you're one of those unfortunate folks who doesn't know what a wrench looks like, let alone which end to use...
-cj