Here is a rain barrel system we built for rainwater collection. This is part of an urban homesteading project in a friend's backyard in Brooklyn, NY.
We used trash cans from the local hardware store, as the 'rain barrels' we saw in catalogs were expensive, and this was less expensive. PVC pipe connects the rain barrels together and directs the overflow water to the grass in the backyard.
The grey PVC male and female connectors are from the electrical section of your hardware store. Buy a hole saw kit if you don't have one, so you can match the diameter of the connectors closely.
Be sure to use mosquito dunks or screen the water entry point of the rain barrel, you don't want mosquitoes breeding in your backyard, not fun.
And take care to build a substantial stand for the barrels, water is heavy. Our rig sits on concrete, if yours is on soil, put cement pavers underneath the legs of the stand so the stand doesn't sink into the ground.