Pallets come in many shapes and styles. They're made from lots of different types of wood. They are readily available for free.
In fact, most companies pay people to take them away.
But there's a catch: pallets aren't easy to take apart. They're also usually not made of very good lumber. If you use them for projects, you're going to spend A LOT of time dismantling them and you're not going to get much from a single pallet.
If you're expecting perfection, than pallet lumber may not be right for you. You can try salvaging used material from places like craigslist. I collected an impressive amount of wood for my other pallet instructable, the Pallet Playhouse
If you're not interested in turning a pallet into something else or trucking around the nation looking for free stuff, substitute the pallet wood for some nice cedar or pressure treated wood. I made a PT set in a similar pattern that's held up for 11+ years of direct exposure to the elements. They're still perfectly sound. You won't get that kind of performance from pallet wood.