If you're thinking of starting to collect oil the best bet is just go and ask round everywhere you can think of and see what they say.
It varies from area to area but in most places the oil will already be being collected and probably being well paid for as well. From what I see its difficult to get hold of the oil these days unless you already know someone who has waste oil.
Locally I see several companies driving round in lorries paying to collect the oil to use for biodiesel etc. and individuals don't stand a chance. It may be different in your area but you'll only find out if you go knocking on doors!
As already said the solid lard may be easier to get hold of, although even the mighty Frotter was reporting a bit of a 'Lard Crunch'.
The rules in England & Wales (not sure about Scotland) are the same, there is some local 'translations' that differ.
Used cooking oil IS a low level hazardous waste, and until 'consumed' is subject to storage and transfer regulation.
A waste collectors licence is NOT required for personal use SO LONG AS IT IS NOT SOLD ie surplus put onto ebay.
A Waste transfer note is always required when transferring or transporting any quantity, although a 'season ticket' WTN is allowable.
Many places may not know about WTNs but it is good practice to educate them, for their sake and yours, so easy to stay legal.
Getting hold of oil is variable from place to place, some it has a premium, others are paying to have it disposed of. (Not that common now, but still happens)
Chip shops often use lard 'cos it taste better' if they are less concerned by your heart! It is harder to use, leave it for those making Biodiesel unless you know you can burn it of do a frotter!
Liquid veggie oil is easier to use if being filtered AND dewatered and blended with diesel and petrol - DEPENDING ON VEHICLE - NOT modern (CRDs) or DPF fitted vehicles. Winter poses more challenges.
Some more details & links on
http://www.vegetableoildiesel.co.uk/forum/viewthread.php?tid=8253hth