What You Will Need and Where To Get It
You will need a gutter and downspout system to fill the rain barrels. If you don't have gutters, this might be the most expensive part of creating a water catchment system, but it will pay for itself many times over very quickly. Gutters are not difficult to install, and you don't have to gutter the entire roof right away.
Once you have your gutters and downspouts, you're going to need your rain barrels. Fortunately, they are very inexpensive to make, or you can even find people on sites like Craigslist in your area that sell rain barrels for as little as $20, already assembled. Of course, you can buy some very pretty and fancy rainbarrels for $200 to up to $1000 dollars. If you live in a deed restricted community, you may have to spend more so as to meet their codes. The only problem with this is that, while it is environmentally friendly, it takes a long time to pay for itself.
If you live near a food processing plant, you are in luck, because the most desirable barrels have had food grade material in them, suitable for use for even potable water. You can clean barrels that have held some chemicals, such as detergents that aren't environmentally harmful, but only use these for watering, not drinking water. Many of these facilities sell the barrels as cheaply as $5 apiece.