I built a single tank setup for my 03 TDI 3-4 years ago. I lived in Florida at the time so I could get away with it year round.
I used a coolant / fuel heat exchanger and a vegtherm from
plantdrive.com.
The setup worked well, started easy enough, smoked a bit but once it warmed up it was perfect, WVO was ~180F. The rest of it was made up of hardware / auto parts store bits and fittings, the whole kit cost me ~$250.00 and, that was with a snazzy fuel filter conversion that allowed me to use Caterpillar High Efficiency Fuel Filters.
The nice thing about the Vegtherm is that it is self regulated, no need for relays and sensors. just hook it up to 12 volts and it's ready. The vegtherm stays on even after the coolant is up to temp, and that is a good thing. You want the WVO HOT ! as hot as you can get it.
I don't know what kit you are looking at on eBay but, $300.00 for a system that uses glow plugs to heat the WVO is high, you can build your own Glow Plug Type heater with a couple of glow plugs and some hardware store pipe for $25-$40.
The Vegtherm starts at $99 and will work much better than a glow plug setup. The guys at plantdrive have been around forever have sold / installed tons of conversions and components.
If you want to get a really good idea for how easy it is to make your own stuff have a look at
Dana Linscott's How To Files. They are well worth the money. The plans he sells for the "Little Devil© 12volt DC electric fuel heater" will build exactly what it sounds like they want $300 for on eBay.