The problem comes in finding fairly clean waste veg oil to run; i.e. You can't pull into Kwik-Trip and get any out of the pump, and you can't go through the drive-up window at McDonalds and ask them for what's currently in the fryer.
You can make your own bio-diesel, but again, you need a consistent supply for the oil to refine, and you've effectively limited yourself to filling up at home, so your range is cut down considerably; no vacations out of state running this stuff.
E85 isn't any better. The farmers burn diesel in order to grow the corn, so it's no greener that way. You have to burn more to go the same number of miles, so it isn't much greener that way. You have to plan any trips you want to take around knowing where E85 is sold, and as near as I can tell, how available it is is directly proportional to how far you drive away from Minnesota. So your range is again limited to one half tank past that last E85 station.
At this point, it's really not worth it to me to become "green". Until the infrastructure is there, and the price comes down to make it equal or less than gasoline in terms of cost per mile, I'll stick with the gasoline.