being doing it for 8 years now,no major probs,i mix it with diesel or some petrol in the winter,ie for a full tank 50/25 0r 50/50 of ver and derv or full tank of veg oil and around a gallon of petrol on top,this keeps th veg oil from thickening up in very cold weather,,,good heater plugs ar a must so change them out as veg oil has a higher flash point than derv.
change you fuel filter after a week of first using veg,it pulls all the crap out of you fuel lines,other than that you will hav no bother,she will run smother,there will be no lack in power,and once she has warmed up she will purr like a kitten,i take it this is an xj you have,,,oh and emissions test is a breeze,my garage does not even bother now testing my xj emissions there so low on the pure veg.
best places to buy the oil is costco in 20 ltrs drums,if you have source for used oil you need to de water it,and filter it,info on the net for this,Indian take aways are best places for oil as they change there oil every other day
best of luck