Old freon cylinders work well.
You will also want to add a pressure cutoff switch to turn the compressor on and off. Poly tubing should work just check the pressure rating.
Found this while searching for an air tank vendor. Everything you wanted to know.
If you can handle a 6 to 7 gallon tank then an inexpensive option is the air brake tank used by the 18 wheeler trailers. They are a standard size and have mounting brackets for between the frame rails of the trailers. They have ample bungs for your use and are DOT rated for 150psi. You should be able to get a new one for about $40. Used ones are cheap but usually rusty.
If you need something smaller then look to the Low-Rider market. They have all kinds and sizes of air tanks.
I would add a check/one way valve to the 4x4wire setup, like this one; http://www.truckn-store.com/product.asp?returnURL=default.asp&ID=93089
It goes between the compressor and tank, stopping air from leaking out of the compressor. Adding and unloader valve would allow the compressor to start much easer without having air working against the piston.
Getting one of the cheapy compressor setups, ditching the pump and replacing it with your pump may make the most sense. That way you get the tank, fittings, valves, gauge and switch all in one package? Something like this;