There is ALOT of information of running vege oil on diesel car. I did a project on it last year on a left hand drive 1982 Datsun/Nissan Maxima 2.8L (same car as in Pimp My Ride!).

the only one in NZ.
yeah, as you said. Ge it running on straight vege oil too.

Smell good!
The only different i notice is the idling of the car. It seems to be lower compare to diesel.
Problem on the car after that was the injector pump is leaking as everyone else due to the new diesel fuel. The owner of the car I did the project ended up wreaking the car as he got it cheap and not worth repairing it.
I have a seperate tank for the diesel thank itself and automaticly switch over from diesel to SVO when the car is fully warmup.
Basicly the project just a turn key and drive car rather than switching this and that, so a few electronic gadget is fitted in the car
I have a seperate fuel filter for the SVO too.
The only thing to watch out is, make sure the oil is heated properly ~80'c or abit more. I use the radiator top hose with a heat exchanger but I think is not enough. Maybe need to make a "T" unit with glow plug in to heat the vege oil up for better result.