A 10% ATF to 90% diesel mix runs great, new ATF is actually a pretty good fuel system cleaner. And like stated earlier, if you don't filter it, you'll go through fuel filters fast enough to negate all cost savings. I don't purposely look for used ATF or waste motor oil, but when I change the tranny fluid or engine oil in one of my vehicles, I always use it as fuel for my diesel truck. Ran lots of used oil through my 99' with no ill effects, and have run quite a bit of used ATF/WMO through my 98' 12 valve.
I actually notice better fuel economy when I add heavy oil such as used gear oil from the rear-end. Seems like the heavier oil has a higher BTU content or something and it makes the whole batch of diesel run like the old Low Sulfur Diesel instead of the newer thin ULSD.