Hi,
That's actually a 15 gallon keg that I use to brew in. I use two Igloo 5 gallon coolers for my mash / lauter tuns.
I like to do things myself when I can, so I modified my coolers myself. For the keg, I can't weld stainless so I bought it from Sabco, and at the time (two years ago) I was able to buy a used keg that they modified (cut and ground top, welded on two fittings and general cleaned) for about $120. Man, the prices seem to have shot up! (Actually, I didn't see any used kegs on their site anymore, maybe their supply of used ones dried up?)
This is not to say that you can't still do this. First off, don't steal a keg. Brewers have class and arn't crooks. Get a keg legally. You can ask around at some places for damaged/defective kegs that they'll sell you cheap...cheaper than I paid. (don't get one with a hole in the side or bottom, yes they can be patched, but gunk can still live in those areas.) Some good places to start are distributors, scrap yards, some bars...just ask first, don't take. (Not to get sidetracked, but scrap yards are great places to look for Corney kegs too. (5 gallon tanks that used to be used for soda, now homebrewers use to condition and serve in instead of bottling.) I used to live in Cleveland and found a source that sold me and my friend 16 corneys for $8 each. Do NOT buy any kegs that were used for root beer. You will NEVER get the smell or taste out.)
Once you have your keg, you'll cut the top off and grind it smooth. You do can do this with patience and a grinder. Get some ear protection 'cause it's frikin' LOUD!!! (There are plenty of sources on the net for showing you what to do.) As for your fittings, you can go two routes: weld or no weld. Welding onto stainless is a special process that you can hire out. After you get your fittings (form some place like Beer, Beer and More Beer
www.morebeer.com) you can take them to your local machinists shop and for a nominal cost, they'll weld them on for you. Heck, if you promise to bring in beer, they may even cut you a deal. The other option is weldless fittings (any homebrew place worth it's salt will have these). These are simple and easy to install...so what's the downside? They recommend changing out the o-rings on them every 4-5 batches due to the heat. (Pain in the a$$ if you ask me.) The o-ring can take the high temps, but just as a safety precaution, swap 'em out because the rubber can break down over time. It would really suck to be 3/4 through a boil and have one go out on you. You could get burnt really bad if it sprays. Some also think that gunk can live where the bulkhead meets the keg wall, whereas stainless is a smooth seam.
Next, I got my 2.5" probe thermometer online (actually through eBay), and my ball valve through morebeer.com. You don't need quick disconnect fittings, but it makes life a LOT easier. I got those through McMaster Carr. They are brass (which beer will corrode) but the contact time is so minimal that it's not an issue. Plus I rinse everything immediately after brewing. I ended up getting six connectors, three female and three male. One for the keggle, one for my mash tun and one for my lauter tun.
I hope that helps. If you're interested in seeing more, let me know and I'll try to bring some of the other equipment to one of the meetings.