There is a lot of misinformation here: the off road diesel is EXACTLY the same product as the regular diesel, except that the red dye is added so that the inspectors can prove you are cheating on the road taxes. All engine fuel must meet the same federal standards, and there is no difference in operation. Winter and summer additives are different, however, and there are probably exceptions if you are buying fuel for your tugboat or ocean liner.
Years ago, off road diesel had more sulfur in it, and provided better lubrication for the precision parts in the injector pumps. In fact, my Bandit chipper even specifies "off-road" diesel be used. Too bad the old stuff is no longer available.
DON'T use kerosene or fuel oil: they are not filtered to the same exacting standards, and kerosene does not provide the same lubrication for injector pumps that the modern diesel does. #1 fuel oil will probably not be properly winterized, either, so expect more "gelling up" than before. The good things that were taken out of the old fuels to clean up the environment are replaced in modern diesel to keep your engine running right. Those additives are not in the substitution fuels. So what is there to gain?