Our first project was to set up water collection barrels on the doghouses (we're staying at my parents house for most of this growing season, and my mum breads dogs). We used a method we'd heard about at Earth Activist Training: slicing a corrugated plastic tube down one side and clipping it onto the edge of the roof. This worked fairly well, though it's not as easy to do as we thought it would be, and wouldn't work on a lot of roofs. It's also unfortunate that these plastic tubes, designed to cover up electrical cables, only come in horrendous colours!

Next we wanted to put our main water collection unit in the stable, right next to our garden. The water is caught off the roof in a regular gutter, and then comes in through a hole in the wall and down into a line of previously tripe-filled barrels, connected at the bottom.

This is where we did a lot of the learning (a.k.a we had lots of issues). First, it was impossible to find connectors specifically designed for this purpose (such as bungholes). Not knowing the French word for it didn't help either. So we settled for using what turned out to be the cheapest solution, using connectors designed for gas pipes.

So, here is the first piece of advice to anyone attempting to construct a similar water catchment system: make the holes just the right size. This might mean buying a drill-bit, but it's really going to save you a lot of work in the end. We thought we could skip this and make approximate holes, and then use silicon to seal it, but no. Silicon is not meant for this; it does not withstand pressure. So at first it seemed water-tight, but when the barrels filled up water started to seep through the holes (notice that the wooden support under the barrel on the left in the photo above is wet). And once it's wet, silicon won't stick, so you can't add any after the fact. In the end we got some special silicon for swimming pools, and smothered that on, but even that hasn't been sufficient yet. The leaks are very slow, so it works anyway, but in the long run it might get worse.
Another thing to think about: the overflow has to be proportional to the amount of water that comes in. I know, it's logical, but we just stuck a regular garden hose on for the overflow, and now that at last we've had a good rainstorm, the stable is flooded. Honestly, when we started working on this system, what really weighed in our minds was knowing how dry the summers are here. We weren't thinking much at all about the spring rainfall and overflowing barrrels! So yeah, remember to have a large overflow pipe.

In the end, though we got the barrels virtually for free, once you count the price of the connectors, the silicon and so on, this DIY system was far from free, or even cheap. But like I said, we learned a few things, so we don't regret it. And now we have probably a good 1500L of water stored here, to add to the 8000 or 9000L stored in other containers around the place.
We were planning to have another similar setup in another location too, but in the end this one took up all our attention and the other barrels are just outside in their raw state, waiting for us to find them a permanent location.