Assuming you've pre-filtered any bad-stuff out of the oil (you know, like bits of McNugget), the only real problem with running straight vegetable oil (SVO) is that it's too viscous to go through the tiny holes in modern injectors. The usual solution to this is to have two fuel systems with a switchover valve. You start the vehicle on normal diesel, and run it until the hot coolant has heated up the SVO tank and fuel system, making the oil less viscous. Then you flip your switch/lever and run the engine on SVO. A couple of minutes before you plan to shut down, you switch back to diesel in order to purge all the SVO from the lines and injectors.

The downside is the complication of the extra tank and plumbing and switchover valve, plus the risk that you'll shut down abruptly for some reason and allow the SVO to coagulate in your injectors. The upside is the fuel is generally completely free.

The other approach is to use a simple catalytic reaction to change the oil into biodiesel, which has the same viscosity as normal diesel, but much better lubricity and cetane. The downside is the hassle and expense of making or buying the fuel. The upside is that it's completely interchangeable with normal diesel, in any proportion, and requires no modifications to your vehicle at all (with the possible exception of needing to replace some natural rubber fuel lines, if your vehicle is old enough to have come with those, and if you plan to run higher concentrations of biodiesel.)

Duncan