First setup included three filter heads with a 10 micron, water filter, and a 1 micron, ethanol, biodiesel filter.
I used a automotive relocation head for the standard oil filter, bought a farm tank filter, Golden Rod brand, water filter.
Pushed the wmo with the barrel pump I had, and only added 1 gal of wmo to a tank full of fuel.
Late this summer I bought a centrifuge from PAbiodiesel, rigged up a old power steering pump with a electric motor to push the wmo. Still using the original three filter setup to "prefilter" before I run the CF.
Water filters, and something below a 10 micron filter rating is a good way to start, others here let their mixes settle after filtering.
If you can "McGyver" the stuff you might already have keeps the cost down.
Like the old racing saying, how fast do you want to go depends how deep are your pockets.
Living where its warm most of the year will help a lot on filtering and how much wmo you can run in the tank.
There is a thread not far below this one that has many pics, those are people that have been doing it for a while. "Pumping WMO" I think.