This is what they used on a house on "this old house". It fit nicely under a deck. http://www.rainwaterpillow.com/product/product-cost.aspx
But, as you can see, the price is up there.
The big above ground tanks aren't cheap either. There are metal silo type ones that look good in some landscape schemes as well as wood ones, again pricey. The plastic ones just look like. . . well, not good.
Underground cysterns are probably the best, but again, cost a lot.
In short, this is something you do for the following reasons:
1) You are very very very "green" and can disregard practicality and cost/benefit analysis completely (you would be better off donating the money spent on rain harvesting to some other environmental cause in most cases).
2) You live somewhere where city water isn't available and wells aren't easy to dig. For example, wells where I live cost $20,000 dollars or more becuase of the 800 foot depth. For about that much money you could put in a 20,000 gallon cystern. But, keep in mind, unless you get regular rain, 20,000 gallon cystern will get emptied very quickly if you try watering more than a few hundred square feet of garden/lawn. It isn't just about the inches of rain per year, you have to factor the typical rain in each month and design a holding system to carry you through the lean months.