I'll be honest, I'm not the guy to go to about veggie oil questions. I would say that yes I did
consider it for about 20 seconds.
I know several guys around here that run veggie oil in their diesels, but for me I think it's too much of a hassle for my Jeep that is not a daily driver. I get fuel mileage in the high 20's, so for me that is good enough. I know that what I get from the pump is not going to hurt my engine, so that makes it less of a headache as well. Currently I don't have to fill my 20 gallon tank too often, no big deal.
Anyway, from research on well done Veggie Oil Diesels, here is basically what you have to do:
1. Source the oil
2. Process/Blend/Filter the oil
3. Store the oil
4. Install a second fuel tank in your vehicle
5. Start your diesel on pump diesel
6. When engine is warmed up, then switch to the veggie tank
7. Switch back to pump diesel when a few miles from your destination/home.
In my case the step(s) are as follows:
1. Fill tank with pump diesel whenever necessary
2. Enjoy the drive!
Disclaimer: There are a ton of guys that swear by veggie oil in their diesels, and for them I am happy. I would not discourage you from exploring this option. You will find with diesel conversions (especially the 4BT) there is so much you can do to a diesel that you can't do to a gasser. Additionally, there are so many small performance mods for diesels with huge results and improved fuel mileage; compared to gassers that give you very small power gains and less fuel mileage.