Okay, here we go...
The 'conversion kit' is a second tank and non rubber lines, since the glycerin in the WVO will eat the rubber lines. If you used treated WVO (glycerin removed) you can pour it straight into the tank the car came with.
MBZ diesels and VW diesels are what you want if you live in a warm place, if it gets cold at night, like in the thirties, you'll need a warmer of some type to keep the oil viscous. Usually what they do is run the cars radiator fluid in a loop around a secondary tank in order to warm it up. Start it on regular diesel until the WVO warms up enough to flow.
WVO is good for someone who is going to be driving at least 20 to 25 miles one way, anything shorter wont really offset the cost of a now emerging commodity.
Less that 20 miles a day?
Go electric.

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"You can't play in the middle of the road if you've never seen the far curb..."
Doug Stanhope
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