They make 5-gal collapsable water jugs that I used early on. I don't care for them because they would leak or get stepped on or something and fail. If you're sold on a water bag, I'd recommend trying those. They'll be easier to handle and also if you get a leak in the 20 gal bag, there goes all your water, whereas if one of the 5-gal bags leaks, you've still got 15 gals.
Nothing in the world is more yielding and gentle than water. Yet it has no equal for conquering the resistant and tough. The flexible can overcome the unbending; the soft can overcome the hard. - Lao Tse