You really should have a tank for any good onboard air setup. This ensures that you still have air if your engine dies, and it lets you run things like air tools that suck more volume than your compressor can put out. Some people weld shut the ends of their tube bumpers, nerf bars, or roll cages and tap a hole to mount the air fittings. This is a great idea, if you have such things on your vehicle.
Many people go to truck wrecking yards and pick up used air brake tanks for cheap.
It even came with the necessary brackets already welded onto it, as well as two threaded holes containing a drain plug, quick disconnect fitting, and 150 psi pop-off safety valve. I just had to drill the mounting holes and cut off any brackets I didn't need. The next trick is tank placement. Some people put the tank inside the vehicle, but then you have to run the air lines through the firewall to reach the compressor. It's also a safety hazard if the tank gets over-pressurized or dented and explodes.