I've ran my 91 Jetta diesel on waste veggy oil mixed with diesel at a 50/50 mix with no problems in the summer. I also ran 1010 lubricating oil at 80% 1010 to 20% diesel and ran just fine. ATF will run straight but you run into the issue of carbon build up over time and clogging your injectors.
I like the week or so after Thanksgiving. Everyone around me gives me their one time used turkey fryer oil. I just strain it through a paint strainer and put it into the tank. The economy isn't as good as with regular diesel but hey it is free.
My little jetta has saved me a ton of fuel cost in the past two years when I started mixing in WVO and the 1010 oil. I will not run used motor oil like some. The soot and carbon in it still bothers me that it will wear on the injection pump and injectors. No realy way to filter that stuff out.
I think I spent about $100 on diesel cost since April and the jetta is my daily driver.