So you want to embrace biofuels, but you're not so sure you can build a biodiesel reactor, and commercial biodiesel (often around $3.50/gallon) is financially out-of-reach?
Well, you may have also heard about running a diesel vehicle on straight vegetable oil (SVO, or waste vegetable oil, WVO). Yes, this is also possible, but usually requires some modification to the vehicle. (This basically amounts to an additional filter in the car, to make sure you get all the bits of egg roll and General Tso's chicken out) and a method by which to heat the oil. (As you've probably noticed, vegetable oil is thicker than most fuels, and needs to be heated a little to flow freely through the engine.)
While this site will by no means be a definitive resource for information on WVO conversions, hopefully we can provide some personal experiences and tips for a successful use of used fryer oil as a fuel.
Well, of course, you need to have a diesel. Rudolf Diesel originally intended the diesel engine to be run on vegetable oil when he created it. (I'll leave the conspiracy theories regarding his death and the subsequent adoption of petroleum-based diesel for others.) In essence, most any diesel engine can be run on properly filtered WVO. However, there are a few that are easier than others.
Diesel engines that use "indirect injection" are generally more tolerant of the thicker fuels than "direct injection". There are also some types of injector pumps that are better suited.
In my research of various sites on this subject, I found early 1980's Mercedes-Benz diesels to be highly prized for this. They are well-built (engine oil-lubricated injection pump, for instance), use indirect injection, have injectors that are tolerant of slightly thicker fuel, and as a bonus, being 20+ years old, can usually be purchased for under $3000.
This being said, I have seen people convert everything from an early 1970's VW pickup truck to a late 2000's Dodge Ram pickup, with great results. Figure out what you want from your vehicle (hauling capacity vs. passenger room, style vs. utility, price vs. luxury, etc.), and then do some snooping around for what's available. Then, perform an Internet search something like "Ford F250 WVO conversion" and see what you find. It's likely that someone has already converted the vehicle, and if not, you can always find one of the many biofuels discussion boards, and ask the experts. (Groupee Community sponsors a good forum at http://biodiesel.infopop.cc/groupee/forums.)
These are just a few things I've picked up from various sites, or learned the hard way, by making mistakes with my own fuel.