Try Craigslist. I've seen businesses post pallets on the "Free" page pretty often.

Grocery stores are probably not the best place to look for pallets since most of the pallets they get must be food safe and therefore expensive. Look for pallets at nurseries or any of the so called dollar stores or other businesses that recieve non edible products in large quantities.
Keep in mind that to keep from having these items pile up many of these stores may have a contract with a company that makes mulch to haul them away.

Cruise around the alleys behind shops, behind strip shopping malls. There's usually a bazillion behind any Walmart - just don't take the ones painted blue.....

Yeah,n those are called 'CHEP' pallets around here and they are pretty costly. What's bad is that I work at a food service warehouse, we got pallets stacked for miles, but I'm pretty sure these people are the least likely to want to get rid of them.

Ill try clist and some dollar stores.

Know anyone that works at a manufacturing plant, utility company, hospital, distribution center? They should have a number of different types of pallets.

If you see a construction dumpster that you have access to, one often can find enough wood to build a project.

I would be careful selecting pallets to use and try to find clean heat treated ones. They would be marked with "HT".

Pallets are usually treated with a variety of chemicals or they could have been spilled upon during commercial use.

Thanks, gjcore! I keep seeing pallets being used for gardening but no one talks about which ones to choose. I remember hearing about the chemicals but wasn't sure which. I will remember this when I try this out :).

Be careful with Pallets.
Many have been chemically treated
http://www.naturallifemagazine.com/1206/reusing_wooden_pallets.htm