Here's the website I used to set mine up years ago.
The rectangular coolers are much more economical. Coleman has sizes from 52 qt all the way up to 150 qt that can fit most any homebrew batch size. You can build a manifold if you want to fly sparge in one, but I suggest starting out with batch sparging since it's an easier build.
I use the Igloo 5-Gallon round cooler. It's easy to replace the spout with a ball valve and I built a false bottom out of CPVC. I was really nervous about how flimsy the interior of some of the rectangular coolers were because I didn't want something that was going to leech out anything toxic during mashing. The Igloo is BPA free and I haven't had any issues with capacity (even on higher gravity Belgians and Imperials), but if you want more capacity or are running 10-gallon batches Igloo makes a 10-gallon version.
FWIW, all coolers I know of are made with HDPE and they're all BPA free.
I don't doubt that most modern coolers are BPA free (especially the nicer marine & Extreme ones), but some of the cheaper coolers I looked at ($20 range) just seemed super thin and sketchy. I guess if it isn't a matter of leaching it could affect the temperature regulation. That's good to know though Denny, because I'm close to upgrading for being able to handle larger batches.