There are a lot of methods available in the literature for transesterification. Adjusting them to your samples depends on what they contain... You should be more specific on the nature of your samples. 

Great and amazing question!!. Depending about what you want to do. 

A. Are your target compounds glycerolipids (triacilglycerol, phospholipids...)?; then you need an alkali catalyzed reaction (eg. KOH/Methanol; MetONa/Methanol). 

B. Are your compounds free fatty acids?. Then you better use an acid catalyst: HCl/MeOH, H2SO4/MeOH, BF3...

Other point is: You want to isolate the lipids or you want to avoid this step (eg. you have a high number of samples). Then you can use a direct derivatization method. 

I have worked about this question and I leave you a paper that I think may be helpful

http://www.sciencedirect.com/science/article/pii/S0039914014004354

see the attachment

I would agree with Fanny and Luis, it depends on what you would like to derivatize. If you are looking for good basic methods they can be found at http://lipidlibrary.aocs.org/GC_lipid/04_deriv/index.htm or at http://www.cyberlipid.org

This information is useful to me. thank you.