Most people have used cooking oil in their house and saw dust in their shed. So by putting these two items together, you can make your own fire logs and save yourself loads of money in the process.
EBay sell briquette makers cheap, so that's all you really need. The briquette maker compresses the oil and saw dust making it more concentrated which means it will burn longer.
NB. I recommend that you burn these logs in a closed environment like a pot belly stove, not an open fire due to the fact that your using cooking oil.