We are in the process of making a coop with some pallet boards. We bought a few things from the lumber yard and got some great deals at the cull bin. It's been challenging, but we're trying. I suspect we saved quite a bit of money by using the pallets. Luckily I got a few that weren't impossible to break apart. I even managed to get some pallets that were 8 feet long and have used the 8 foot boards in the framing instead of store bought 2x4s.
IMHO they are better suited for other projects (worm bin, potting bench, bench, planter, etc.).
The free pallets are cool, but they do come at a price. They can be tough to break apart, challenging to work with (most boards are about 2.5 feet long). Nonetheless, it's coming along fairly well.