If you are near an area with a lot of factory, you usually will find alot of discarded wood pallets. Good to ask if they want it first before you take it. Pallets are usually made from pine wood (soft wood).

1. Usually the pallet wood from Europe are better quality of has nicer grain
2. Pallets with stamp markings of DB, HT are good. DON'T take if have marking with MB <-- poisonous

See Ultimate Guide to Pallet Markings

If you decide on this route ... you need alot of hardwork.

1. Strip the plank of wood from the pallet (need pliers, hammer, screwdriver and alot of energy)
2. Sand the wood - to make it smooth (need orbital sander)
3. Treat it - to protect it from the elements and termites

You can reference the work required to repurpose pallets here Repurpose Pallets