Your choice will also depend on how much you want to spend. Lumber is a commodity, and right now, due to the pandemic, prices are at an all time high. Every carpenter and handyman(person) is saving scraps we normally would throw away. So regular old pine will be cheapest. You can always treat it yourself by painting it with Linseed oil to waterproof, and then paint over the exterior portions, . Thenyou will get a structure that lasts. In extreme cases I have used Spar Varnish for waterproofing, it's what is used on marine wood to seal it from the elements.