Where to find wood pallets?

Look in an industrial area of town. Also, behind local stores. Some products are delivered on pallets. I've also seen some in neighborhoods by the curb from time to time. One more... Craigslist.

Try your local auto dealerships. They receive parts that are strapped to pallets & are happy to give them away (or they do where I live at least). They are heavy duty as well & are often larger than the standard size. Another place to check is your local newspaper. Their newsprint comes on pallets & they usually have pallets.

Menards in St. Louis has them sitting by the pickup area

Drive around Industrial estates, or builders merchants or DIY stores