The Discovery Channel’s Myth Busters, one of the best shows ever made, recently used Straight Vegetable Oil (SVO) in episode #53 “Exploding Pants”.  It’s a great episode where in addition to trying to replicate the myth of the exploding pants from 1930s New Zealand, they investigate the spectacular claims of mile-per-gallon boosters that they find on the internet. They filter used vegetable oil from a restaurant and use it straight with no modifications to a diesel car to see how it fares against the other (often crazy) methods of getting more bang for your buck when you drive.  Considering that the vegetable oil was free, and had about the same mpg as regular diesel, they do pretty well.
It’s a great episode, and a great show.  Try to watch it if you can.

More info on using Straight Vegetable Oil and Biodiesel here.