if you go biodiesel, you dont need any special filtering.
If you go straight vegetable, you also dont need anything special in the warmer months. I ran up to a 80/20 mix of veggie and diesel all summer with no problems. Its winter that you will need to run a dual tank setup. If you filter the waste veggie oil to a small micron (under 12, preferably 8, since thats what the injection system calls for), you only need a small filter inline to catch anything that might have made it past the first filter, ususally during refilling).
If you do decide to make your own biodiesel, you still have to filter out to 8 microns before you pump it into your stock tank.