My company sells a fair few biodiesel products (pumps, filters, hoses and the like) The two most common problems with it are:
1) It waxing when the temperature is low, usually around 5oC or colder (depending on the type of biodiesel, chip fat oil will usually wax at a slightly higher temp than veg oil)
As stated you can get a winter additive to help overcome this problem, it really needs to be put in at the processing stage rather than time of filling the tank. If you don't then problems start when trying to pump the biodiesel from your storage tank unless you heat the tank slightly.
2) Filters in cars clogging up, biodiesel has a cleaning effect on the car stripping out some of the gunk that fills in the bottom of the tank, for the first few trips the fuel filter takes a bit of a kicking and will most likely need changing, after a while though it will be fine (and better for the engine!)
No car manufacturer says anything higher than 20% should be used, most say only 5% biodiesel is recommended (and some...Land Rover) say that no biodiesel should be used. Could be worth thinking about if your car is under warranty.