I guess you have not heard of the Veggie Van. It has run on used cooking greese for years. Back in the 90's, they wrote a article for Home Power Magazine.
Now they are selling processing units to convert the thicker vegtable oils into thinner bio-diesel.
There is also a few companies that are selling a system where the thick vegable oil is used in a second heated tank, then start on normal diesel, get above 170F and switch over to the thick vegatble oil, then switch back to diesel before shut down for a couple miles. That system would not work very well, I would not use it.
The converted fuel is much better, and will run fine in any diesel vehicle, even down to -10F. It is even used in oil furnaces.
By the way, there is no such thing as "Not ultra low sulfer fuel" in America anymore. It is a requirement to not exceed 7 PPM sulfur in all diesel sold in America after 2007. Even diesel trains had to buy ultra low sulfur fuel starting in October 2008, so the exhaust gas will not have sulfur dioxide in it. By getting rid of the sulfur in the fuel, the sulfur dioxide can not come out the tailpipe. Sulfur has no purpose in fuel, and those running on vegtable oils have 0 PPM sulfur for years. Soon they will reduce the allowable sulfur content in all gasolines too. California has had sulfur free gasoline for years. Soon all the states will have it. While not easy to remove the sulfur from the gasoline during processing, it only adds about $0.03 to the cost of the fuel, well worth it for the health concerns.
So don't worry about bio-diesel. It will work fine.
Fred.