I've tapped into the tank in my basement. It's kind of a pain carrying the full 5-gallon containers up the stairs, but I figure I'd have to carry them anyway if I went to a gas station so in the end it's more convenient.
I use this pump from Harbor Freight:
Harbor Freight Tools - Quality Tools at the Lowest Prices
The only good thing I can say about it is that it was cheap ($20) and it sort of works. My oil tank has a 2" bung on the top, and the pump comes with a 2" adapter, but the adapter doesn't have enough thread to hold it in place, so the pump rocks when I try to crank it, which makes it hard to crank. The handle is awkwardly close to the outlet tube, and it is difficult to hold a container on top of the oil tank and crank at the same time.
I made a few modifications that make it work better. I took a brass 1-1/4" male threaded pipe to 3/4" sweat copper fitting, and I drilled it out so that 3/4" pipe would slide through. I slid it on a piece of copper pipe, and soldered it so that there was about 4' on one side and 1' on the other. The fitting went into a 1-1/4" x 2" bushing, which went into the bung. This gave me a rigidly attached pipe, with 4' sticking into the tank and 1' above. Onto this I sweated a 1-1/4 male fitting which matched the intake of the pipe. And, no, I didn't solder the pipe while it was on the tank!
Next I put a hose on the pump outlet so I can fill tanks on the floor. The outlet to the pump has a non-standard thread, so I put a piece of 7/8 ID hose over the tube and fastened it with a hose clamp. At the other end I put a short piece of 3/4 copper pipe with a ball valve. Having the can on the floor makes pumping a lot easier, as gravity does most of the work, and the ball valve allows me to seal the pump outlet, which keeps fumes out of the house.
When I ask the oil company to give me fuel oil, the invoice says #2 diesel. It also says off-road use only. As long as I stay off public roads I believe this is legal.