Common Rail Diesels which are mainly the newer engines. can`t / wont / shouldn`t run on it, as it will knacker the injector pump, my motor which is the older 5 pot Mercedes TD with the Bosch pump runs on it a treat, not special modifications required, I buy new veggie oil from a cash and carry in 20L cubees, if you intend to go round the chippies / take-aways etc you have to do a fair bit of filtering thro various micro filters etc, normally start off with something as simple as a J cloth which will filter down to 5 microns, you can get some real bad stuff tho` I have fitted a small-ish inline fuel filter in the main line, just before the main fuel filter, they can be changed very easy without the need to bleed the system.
During the summer months I run 100% veggie, in the cold winter I run about 70/30 veg and diesel, with a stand by fuel can of PETROL to add in case of exceptional cold,
you can not tell (other than that nice smell ) that its running on veggie, and it does wonders for your emissions,and your wallet,I believe that as long as you do not use in excess of 2000 litres per year, no tax chargeable.