I bought the used pallet collar's for a company I know and it shipped and stored stainless steel. I'm fine with that. But if someone isn't comfortable with used new pallet collar's are about €15.
The free pallets I used only moved pavement stones once, so I also think it fine. But yeah don't just pick something on the side of the road to grow food in.
A other comment mentioned chemical treatment of pallets. I didn't think of that. Most pallet in the eu are not allowed to use chemicals to treat the wood. Only heat treatment. That covers eur/epal pallets and single use pallets. Basically the only ones that are free or cheap. And it most be printed on the pallet how they are treated.
That being said be careful especially in countries without laws against using chemicals on pallets.
So I'm fine using them also understand other people are not. Then buying new are just wood for the store is always a option.