There is at least one waste oil forum out there. Do a Google for "waste oil burning forum"
http://wasteoilheaterforum.com/ is one.
Lots of people also burn waste cooking oil, available from restaurants.
I've followed a waste oil burning forum for quite a while up to about a year ago but I haven't built a waste oil burner myself. It seems that the trick is to use a special nozzle that uses a little compressed air to atomise the oil without having to put it through a tiny nozzle like a home heating oil furnace.--Which plugs up if you get a bacteria sideways in it!! Once you have the waste oil gun burner operational you can simply bolt it into the side of a home-made wood furnace. A little searching should find something that agrees with you.
You can also find plans on the 'net for simpler burners that drip oil into a burner cup and burn without a fan--some people like these because they don't need any electricity to operate. I believe these burners don't burn quite as clean as the forced air ones. The problem is to regulate the oil flow whether the oil is thick or thin. A simple valve doesn't work that well.
I'm sure you will find guys that have done the same as what you are looking for. Also, if you start looking for waste oil I'm sure you will find more than you need...
Jon.