It's been a while since I was in Cincinnati. Cleveland, now, no problem buying diesel (although true, not at every neighborhood station).

Yes, no. 2 fuel oil (the clear stuff, NOT the ugly black type) is essentially the same as diesel. If you want to cover your bets, take a trip out to the airport and buy a can of Prist -- an additive that prevents mold growth. Yes, Virginia, there are molds that eat diesel fuel and fuel oil. (This is actually a good technique for your fuel oil tanks as well. Heater burners aren't as picky about purity as jet engines are, but the black stuff in your tank is not corrosion.)

As for vegetable oils, sure. Works fine, actually reduces the level of particulate emissions. Of course, the rest of the folk in the traffic will be salivating and looking for the popcorn machine, but that's their problem, innit?