Tanks
Per most state laws, pressurized tanks must meet ASME BPV Code. Since the pressure is well above 3000 psi, Division 2 applies (ASME Section VIII, Division 2). Div 2 rules apply to vessels over 6" ID if I'm not mistaken. The wall thickness for Div 2 vessels is given by:
t = PR / (SE - 0.5 P)
or
t = R ( e^(P/S) - 1)
Where t = vessel thickness
P = pressure
R = inside radius
S = Allowable stress (per Code)
E = Joint efficiency (use 1 for seamless vessels)
Note that allowable stress is typically 2/3 yield or 1/3.5 ultimate strength, whichever is less. Note also, the vessel must be manufactured and stamped in accordance with state law by a certified manufacturer.
If the vessel is smaller than 6" ID, these rules typically don't apply. Almost all states have laws which require vessels meet these rules.
If you want to do an experiment in a college setting, using a vessel smaller in diameter than this, I'd suggest using high pressure tubing, first developed by Aminco, now widely manufactured by BuTech, Newport Scientific, Autoclave, and others.
Butech:
http://www.butech-valve.com/
Newport Scientific:
http://www.newport-scientific.com/
Autoclave: http://www.snap-tite.com/Autoclave_Engineers/index4.html
Note that some of these companies also make small vessels which can handle this pressure. Note also, I've not calculated if 30,000 psi is sufficient. That should be done by a PE prior to specifying a vessel if this is an actual experiment.