If you want to make it at home, I'll post a link to the website that pretty much tells you everything you'll ever need to know about making it. It's really not that difficult to make, but it does take a lot of attention and time, which is a drawback. Like I said, I have had to stop for now because my processor is 3 hours away in Nashville, but I'm hoping to maybe get it started again during the spring or summer when I'm home. But otherwise, if your living conditions are stable and the IRS doesn't find out, homebrew biodiesel is great.
http://www.biodieselcommunity.org/index.php