Gathering water can be difficult- but fortunately, the properties of water come to the rescue. Water tends to flow out from where it sits if space is provided. This will allow you to easily craft pools or ‘bathtubs’ of water for your personal use. Perhaps more interestingly, you can create an infinite source of water in your home, for your own use. All that you need is a 2x2 space surrounded by blocks- if you pour water sources into two opposite corners of this space, you will notice that the other two corners even out and the flow of water stops. This is because you’ve just turned all four of those blocks into water source blocks. From there on, you can simply use a bucket to scoop out a corner of water anytime you like- almost instantaneously, the source-block nature of that spot will reassert itself, leaving you with four source blocks of water again.
There are places you can find out in the wild that will provide a similar effect- but it is a bit difficult. For whatever reason, the water in the ocean or lakes will usually not act like this, particularly not if the source block of water is over another water source. It is far easier, actually, to find this effect on the edge of shallow lakes, where the water is only one block deep to begin with. Paradoxically, this makes the larger bodies of water less likely to be infinite. How’s that for a headache?
There are a few other curious traits water has- for instance, water will not flow through a ‘transparent’ block. It doesn’t matter if the block is leaves, fence, sugarcane, iron bars, or anything else- the water won’t flow through any part of it. Water flowing down stairs does strange things because of this, as does water flowing into a fenced area or off of a tree.
Also, if a water source produces water flowing across a block horizontally, and you knock that block out from under the water, the flow over the block will drop more water downwards- but the water beyond that block will remain there. This actually allows you to create interesting fountain effects and strange hovering waterfalls by placing and then knocking out blocks beneath water sources or water flows.
Finally, water that is in an Arctic environment and not within a square or two of a torch or lava source will freeze down to a single-block depth. In some versions of Minecraft, these ice blocks can be harvested by a Velvet Touch enchanted tool, but the current build (1.2) prevents that. Ice is a strange block, in that it uses momentum- it takes time to get moving on ice, and if you release all your directions, you will continue to slide a short distance on it. Depending on where you find it, of course, ice will either be perfectly convenient or horribly annoying.