Some people just use the deeper models of blow-up kiddie pools, too.
But here's my personal experience. If you can, rent. If you rent, they'll come and set it up, fill it up, and show you how to use it. You'll have it in your house usually 2-3 weeks before your due date. You can USE IT during those weeks. Just to relax in. You don't have to empty or change the water. When you go into labor, it's there, waiting and ready. There's no worrying about getting it filled up while dealing with contractions, no running out of hot water, there's no having to add more hot water as labor progresses, etc.
(if you end up not delivering in it and it stays clean, you can also relax in it afterwards with baby.)
After, the rental folks come and empty it out, clean it out, and take it away. You don't need to do anything.
Don't despair if you don't find a birth pool rental place in your community just by looking online. In my town, a midwife's assistant's husband rents them out, and he works solely by word of mouth. Ask your midwife, ask other HBers.