I've always made my pens out of used lumber. I don't think it matters what you use, however cedar and redwood don't rot as fast on the boards that come into contact with the ground. I've noticed that on treated posts, when you cut off a piece, the "treatment" doesn't go all the way through to the inside of the wood. On my Aldabran pen I put down cinder blocks first, then started my lumber on top of the blocks to keep the wood up off the ground.