you can get free stuff by subscribing at freecycle (google it) and join your local group
I "hunt" at the local garbage dump. I drop off a bag of garbage (they officially don't want people picking for liability reasons) and poke around. This works better in small rural communities than city dumps. got lots of 2x4's that way (if you pull out the nails)
farm auctions are good places to get a pile of lumber cheap.
Lumber yards may have stuff they almost give away if it's weathered or crooked. Some manufacturing places (aircraft, auto, furniture) transport stuff in wooden crates. I picked up beautiful plywood behind an aircraft plant.
If it'll stay put consider straw bale covered in concrete. with a window to the south it'll be warm in winter and with the right overhang of roof over window, will be cool in summer. cheap and fast to build. google straw bale construction or check out mother earth news, lots of archived articles there
because its not a house you can insulate with almost anything, i.e. foam packing peanuts, straw, wood shavings, etc.