Ideally use oak or teak, as both of these hardwoods will last for ages outside. Don't go for iroko or beech - these will warp badly. Timber of the mahogany or meranti family will also do quite well outside, as will cedar. I think its a question of what you can actually get! By the way, its much cheaper to buy ready made stuff from the likes of Homebase or similar - its up to you.
John, May 2009