Quality varies quite a bit and selection is limited, however it can be worthwhile checking if they have nicer boards. (→ buying at the home improvement store)
Can get you almost any lumber you may require, but they can be specialized and some sell only to businesses. If you do bigger orders, they may be able to deliver for a fee.
Some people sell used or surplus material or even solid wood furniture that can be upcycled.
Can sometimes be had from tree services, classifieds, city, neighbours and other sources. You need to have the means to process it, though. That means either a mobile sawmill, transporting it to a sawyer or splitting and hewing it (→ Green Woodworking).
There are two main types of pallets:
In general, the reuseable pallets are considered not a good idea to use for woodworking projects, mainly because you can't tell, which chemicals or waste they may have come into contact with and been contaminated by. Additionally, pallets may be made by treated lumber, which can contain toxic or carcinogenic substances.
Custom pallets will often be used if you order bulk material or items and you will know what was stored on it, though not where it sat during transport. It is still a vastly better option over the reusable pallets.
Another option is cull wood, which is discarded material from packaging or offcuts or lower quality wood. Ask at your local hardware store, lumber yard or carpenters and cabinet makers.
🎬 https://www.youtube.com/watch?v=yG_WdZdwThI - cull wood vs. pallet wood
https://earth911.com/health/how-to-safely-use-pallet-wood/ - article on considerations when using pallet wood with a list of pallet treatment codes
If you know what you need, these can be great to get specific lumber. Downside is you usually can't inspect the wood beforehand and it can be pricey. Works quite well for smaller pieces.