I get my oil from a couple of restaurants. They have to pay to have it picked up, so they are happy for me to take it for free. Although, some of the folks around here have started paying the restaurants a nominal fee for the oil. Unfortunately, the waste haulers are already lobbying our legislature to introduce a bill which would classify the waste oil as hazardous, thereby requiring a permit to haul. So, I may eventually be buying it from them which will increase the price, but lower my time requirement. I believe a lot of them also filter the oil a little bit to get the solids out.
The restaurants save their 4 gallon plastic oil containers for me, and I reuse them for both the oil and later for the waste glycerine/methanol. By the way, the waste is biodegradable and makes a wonderful herbicide. I use a drill driven pump that I got from Northern tool and some flex tubing with rigid pvc on the ends to fill and drain the containers. The pumps hold up pretty well, and come with spare seals. So far I have had to rebuild two of them. Occasionally I have a little trouble getting them primed in the cold weather (not a problem here most of the time!). A 12V pump would be much more efficient, but the restaurants let me use their electricity and my drill/15 dollar pump is more portable and cheaper than that alternative.
Once we get the oil home it gets stored in a 55 gallon plastic drum until we process it. We are still refining our process. Right now we are trying to plumb all of our tanks (raw storage, wash, diesel storage) in order to make the process more efficient and less messy. Spills are a real pain to clean up and I have ruined two pair of boots because of little mishaps. So now I always wear my rubber boots and grubby clothes while collecting, washing, and processing.