I ripped up some old 2 x 4's from the cockatiel adventures. They will take a staining and finishing like good wood if a person is careful how he does it.

I use 2x4 lumber all the time to make stuff, with some time and effort most people don't know the difference.  

I don't use pine if I have to put a good finish on the wood for if I go through the process of making wider pieces I am using too many machines that the sanding paper gets ruined and its too costly to replace the sanding belts and sand paper so I don't work with pine....The hardwoods I use, the dust falls off the sandpaper so that's my choice.