The sandbag advice is good, but I'm assuming you mean equipment you can't just pick up for a couple of bucks.
I'd go log and sled. There's nothing quite the same as pressing with that offset center of gravity, and sleds are so versitile everyone should have one (homemade or otherwise).
I second going to a beer distributor and just asking for an empty. If you live near a college, they usually have a ton and would be willing to part with one for at most what they get comped for when they send them back ($20 for the place near me).
As for how to train with them... well, just like anything else, the program will depend on your goals. Google Dieselcrew for some good ideas (Jedd and Smitty are two of the most creative guys around), or maybe train with it as though you were going to compete with a keg in a specific event (press for weight/reps, carry for distance, load to platform, etc). A 5-keg load for time is one of the most brutal things you can do to your body. They're fun
Hope this helps,