I agree that if you know what you're doing, building your own system is probably best, but if you don't have that much time or mechanical ability, there are several kits to choose from.

The Greasecar.com kit gives you a pretty good bang for your buck as compared to some of the others. There is debate over 1-tank vs 2-tank setups, with the 2-tank being the more conservative (less likely to screw up your car) option. I've added a couple of components to make my Greasecar kit more effective, especially during cold weather.

And yes, there are also people on this forum who think veggie burners are committing the murder of our vehicles.

Even if you are buying a kit, you will definitely want to do some careful research first.

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1987 Mercedes 300D ~200K (Greasecar & Biodiesel)
1993 Ford F-250 7.3 IDI diesel 165K (Biodiesel)
1996 Thomas/International Bus with DT466 engine