I've had very good luck with my greasecar filter system but if you have more money to spend the other options with real coolant heat exchangers and clear housings look nice.

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1998 E300 Turbodiesel 190,000 Elsbett Conversion
(Sold) 1992 300D over 251,000 Greasecar Conversion
Over 70 K of veggie miles total.
Follow link below to see the conversions and instructions.
http://www.geocities.com/jaycimini/MainNavigationPage.html