I prefer WVO. You really need a two tank, heated setup. I wouldn't go mixing other fuel sources in the factory tank, even though a lot of guys do. At least with the two tank setup if something goes wrong, you can just switch back to your nice clean diesel system. WMO is probably easier to run in the stock system, I would NEVER put WVO in the stock system though.
You need to filter either. I have something like $100 into my frybrid still for filtering WVO. It's all about how creative you are and who you know to get some parts from. The system for the truck was expensive for WVO, but again, I got a good deal on mine by being patient and knowing the right people. To me, it was worth it to pay for a good separate system, since the factory fuel system costs quite a bit to replace and also means down time with the truck.