simple, bag filter 5 or 10micron.
cold filter at this stage to remove any high temp melting point oils that may catch up with you in the cooler months. (filter for the month you are using the fuel!!)
two tank system, start on diesel, pollak valve, heat exchanger for wvo (waste veg oil) to bring it up to 30-50degrees. shut down on diesel.
I have run my 300tdi for the last 3 years without issue.
key tip: use large diameter piping for the WVO as it does get thick. alternatively use a 'lift pump' to get it from the tank. (don't charge more than a few psi into the IP though!!)
I have a few pics of my conversion 
here.
David
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