There are a couple of kits available, each has its own merits. You can always construct your own from commonly avaliable parts. The three options are briefly explored below.
1. The Elsbett conversion kit
The Elsbett system from Germany is a very well established and uses a number of electrical heaters to allow you to start the engine whilst the oil is cold and still thick. As soon as the engine has warmed up there's a heat exchanger to feed engine coolant heat to the fuel and the electric heaters then shut down. This has the advantage that you can use the existing fuel tank in the car. Bigger fuel pipes are supplied in the kit to allow the easy flow of the thick oil coming from the fuel tank and the kit comes with all the bits and pieces needed to effect the conversion. These kits currently cost around £600+VAT but this varies from car to car. To have this fitted to your car by a qualified fitter will cost another £600+VAT. At present there are no approved fitters in the UK but I hope to remedy this soon. Also supplied in the kit are a set of new injectors (set to a slightly higher injector pressure) and heavier duty heater (glow) plugs as these are left on when the engine is first started to help with cold starts.
2. Goat Industries kit
Considerably cheaper than the Elsbett kit is the one made by Goat Industries in North Wales. This works on the principle that you have two tanks and that you start your vehicle on mineral diesel. Supplied in the kit are all the components you need except the fuel filter and fuel tank. Kits cost £300+VAT and I reckon you could buy a cheap tank and filter for less than £20 or buy new parts and spend as much as £200 on these items (boat suppliers have a range of fuel tanks). This kit has the advantage that you can switch from vegetable oil to mineral oil at any time. It means the engine is never left with vegetable oil in the injector pump and cylinders. There's certainly a danger that if this is left for long periods of time the vegetable oil will thicken or chrystallise inside the engine and injector pump and prove difficult to shift.
3. Do-it-yourself
This is what I've done but I wouldn't recommend it for most people as its very time consuming. My conversion cost about £ 170 and took two full days to complete as well as two weeks collecting the pieces as I went about my normal business. It would have been much faster to use a kit and probably better engineered as I had to compromise on a few aspects through shortage of components.
Again there are a number of ways you can go with this and various theories about what's best out there if you look for them.
For me, I like a combination of the two kits described above. I have built a system which uses waste heat from the engine to warm both the fuel line (halfway back to the tank) and the fuel filter.
In summer months I had no problem starting on unheated oil and running without using any diesel. As the weather got cooler I noticed it was getting more difficult to start so I switched to starting with mineral diesel in winter months.
My next modification will be to add electrical heating to the fuel line.
Cost of fuel
New, fresh oil will cost around 37p/litre in the supermarkets - go for the cheapest as it's usually rapeseed oil and that is grown in the UK. Vegetable oil bought in bulk will normally cost about 40p/litre delivered to your door in 20 litre containers. Waste vegetable oil costs about 10p/litre delivered but this needs to be filtered before you can use it. It's possible to buy cleaned filtered waste oil which is the best of both worlds for about 25p/litre. Contacts for bulk oil available on request.