Vegetable oil is more viscous than petrodiesel, so it should be heated before sending it to your engine’s fuel system. This is especially important if you are using it in cold weather climates. Vegetable oil will gum up your fuel lines, pumps and injectors if it is not heated.
This is partly why you cannot start and stop an engine on vegetable oil. If you do so, you risk the vegetable oil drying up and gumming up the fuel system components. It is important to always start and stop a diesel engine on petrodiesel or biodiesel to flush out the vegetable oil and have a more reliable experience starting the engine.
Heaters for your home, RV or boat often run on diesel. You can buy these heaters for portable applications because diesel is more readily available than gas heaters or electric heaters that require mains power.
Instead of using diesel, you can run these heaters and some heavy oil heaters on biodiesel. This forum thread goes into depth on it. http://www.permies.com/t/36952/biodiesel/Biodiesel-heater-fuel