Stacking several of the same style buckets doubles or triples the side wall thickness and is very easy to do. I had to do this when I switched from using a shop vac and Dust Deputy to a central vac unit with the Dust Deputy. The suction of the central vac is a lot stronger than a shop vac. It worked until my son brought me a 20 gallon steel barrel, which I'm using now.
The 5 gallon dill pickle buckets that are available from the Firehouse Sub chain have more ribs around the top third of them, so they are considerably stronger than the white buckets, and Firehouse Subs sells them for $2 each. Unfortunately, getting the dill pickle smell out of them is quite difficult, and they will make your shop smell like dill pickles when used. I had a strong craving for hamburgers and dill pickles when my vac was in use and nothing took the smell out of these buckets except about a week of direct Sunlight. Putting them out in the Sun seemed to work much better than anything else that I tried. For my central vacuum unit and Dust Deputy installation I ended up needing three of these pickle buckets stacked together to keep the top one from imploding.
Charley