I put a two tank system in my 240D in the fall of 2006 and just over 50k miles ago. I've not had any problems, no cold start issues, good acceleration, and a smoot idle. I do regular diesel purges, and VO filter changes, and I filter my oil to 1 micron before it goes into the car. Here is a few pics of my conversion -
http://s35.photobucket.com/albums/d191/andrewlindgren/Veggie%20Conversion/
I'd be happy to chat you up about it in more detail if you like. Send me a PM if you like.