I built a 20 x 12 shed almost entirely of scavenged materials. Fashioned studs and rafters/trusses from 1" x 4" packing crate material used to hold furniture. On my way home from work I picked up the crates/pallets from a furniture store I passed on my way home everyday. Dismantled the crates and pallets, and eventually glued and screwed the 1 x 4s together. Those were the studs and roof trusses. Incredible amount of work.
Some of the pallet wood was rough sawn hardwood, 1 x 4, 1 x 5, about 6-7 feet long. Not your typical pallet. Sided the hold shed with them. Picked up used plywood for the roof deck -- anything from old cabinet doors to construction waste. Shingles were $5 per bundled, mismatched from the Wickes Lumber surplus pile. Other scrap lumber and windows from CL.
Took way more time, effort, and money than anticipated (glue, nails, other hardware, shingles, roofing felt, PT lumber for the base). Ripped down every board for straight sides for the siding. I think the whole thing cost me about $800. Took about 1 year of collecting and CL trolling to get the materials. Another 6 months to dismantle the pallets and turn them into usable lumber and build the shed. It was fun while it lasted, and real challenge just to see if I could do it. But never again.