I go to the home improvement store at least twice each time I go to town. That is, two different stores. I always look for exterior oops paint , even if I don't need it yet because I know I will at some point. Plus I check out building sites when the workers are there , and ask for scrap 2x4 and plywood. It is amazing what gets thrown out, I have gotten 8 foot sections of 2x4 with a few odd nails in them, totally free. And you can also sometimes get 2'x4' pieces of heavy duty plywood free. Lowe's will often let you have skids, which are pieces of wood 3 to 4 feet long they use to ship boards. Some of them are even pressure treated. I already spend a fortune feeding the critters, so I try to save on building their shelters and nest boxes. Oh, I get those potato bins made of wood, put a shelf in the middle and it makes 2 nest boxes
Goodwill often has the used ones as well as old bread boxes. It works, and it is cheap and easy;-)