The biodiesel industry has a big image problem, because a lot of folks don't realize that biodiesel is different from waste vegetable oil (WVO). WVO will solidify in cold weather, and burning it gives a 'french fry' smell. Biodiesel is chemically processed - the processing removes glycerine and changes some of the longer polymer chains, so it is not as difficult to use as WVO. There are several co-operatives around the country that are producing biodiesel, both from processed waste vegetable oil and from virgin vegetable oil.
You can buy a kit to burn filtered WVO, but you will have cold-weather problems. Or you can process vegetable oil into biodiesel.
Interestingly enough, you know why everyone was saving fat and grease during WW2? Because the same process that makes biodiesel will precipitate glycerine out of oil, and glycerine is a valuable ingredient in things-that-go-boom (nitroglycerine based explosives, smokeless powder, etc).
Q - What is Bambi?
A - Viable Target