Summarize this article:

You can find them at drugstores, party supply stores, online, and at some supermarkets. Make sure to buy as many as you need. Look carefully at the price, the size, and the quantity of the balloons, and compare each package to the other options that you have. You can use regular party balloons in place of water balloons, but they may not pop as readily as dedicated water-fight balloons. Water balloons tend to be smaller than air and helium balloons, and they are usually made from a thinner material. to stretch it before you fill it with water. Blow the balloon up with your lungs, or use a pump. Fill the balloon so that it is as large with air as it will be with water. Make sure not to over-inflate, or you risk popping the balloon before you even hook it up to a faucet. It is not absolutely necessary to stretch the balloon before filling it with water, but this extra step may make the balloon less prone to popping. Many people traditionally fill water balloons by stretching the opening around the mouth of a faucet. However, these small, thin balloons are liable to rip when they are stretched to their limit straight out of the package. To stretch the neck: insert two fingers into the opening of the balloon to give yourself a grip. Pull the neck open to approximately the width of your faucet, your hose, or whichever nozzle you plan to use to fill the water balloon. This step is less important if you are using a funnel, a nozzle attachment, or a water balloon-filling device. These nozzles are typically much thinner than the average faucet, meaning that the balloon neck doesn't have to stretch so much to fit.
Buy a pack of cheap water balloons. Inflate the balloon with air Stretch the neck and the opening of the balloon.