They will work in basically unaltered diesel engines, but gums and waxes must be removed. Antioxidants must be added to prevent polymerization. Some farmers already using these because they can make them at home. Sunflower oil is the most popular. Sunflower oil costs about two times more than diesel fuel.
Peanut oil is also usable.
Soybean oil works, but they are grown on more valuable farm land and compete directly with corn and wheat. Oils can also be isolated from algae and fungi in culture, but the costs of culture are usually too high to permit this to be a good alternative. This makes about 4 barrels of petroleum like stuff per acre. Sunflower, soybean, and similar crops yield about 1 barrel per acre. Crambe, peanut, safflower all yield about 2 barrels per acre.