We picked out some cedar wood. We actually found fence pickets which were the exact length we wanted (minus the 1/2" of picket at the top) and they were $4.97 a board.
I cut the top picket shape off - neither I nor my husband trusted him to cut it straight.
The boards were sanded and then screwed together.
We have a pretty square!
Come on dad! It needs more sand!
While looking at other sandbox tutorials, I noticed most people put a board on the bottom. My dad just stuck this black garden cover stuff under my sandbox as a child and it held up a good 10+ years so I just went with that in our sandbox. Plus it is cheaper and way easier than measuring/attaching a bottom.
We'll be adding some corner benches for support but it's being used as-is for the moment.
One thing I would recommend is leveling around the edges prior to filling with sand. Two of the corners were a little lower than the rest of the box so sand was threatening to escape. I did cram dirt under and level it that way but it would have been easier to do before! I also am not really crazy about the sand. Menard's, Wal Mart and Home Depot all had the same looking sand labeled "play sand" but it is really red and really pebbly. Menard's also had super fine sand for twice the price but I don't think that is really good to crawl around in either. The small child obviously doesn't care as it works just fine for sand castles!