Harbor Freight has "torches" for welding HDPE; not terribly expensive. I've done a bit of HDPE welding, many, many years ago. It isn't really all that difficult, but it does take a little practice. Most of what I did wasn't so much fabricating stuff as it was repairing/modifying stuff (fixing leaks and installing bulkhead fittings on large tanks/aquaria/filters, that kinda stuff).
HDPE has a lot of advantages. It's light, fairly easy to work with (with the right equipment), and almost completely inert, although it does absorb hydrocarbons a bit. However, if I was going to fabricate a tank, I think I would use epoxy and plywood to make a stitch and glue one. Plywood is much stronger, and stitch and glue seams are much less likely to be "weak spots" than in any welded HDPE tank. Also, depending on the resin one uses, epoxy can be even more resistant to fuel or water than HDPE. It's probably cheaper to build a stitch a glue tank, since you don't have to buy any specialized equipment.
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