We got super lucky and happened upon big stacks of pallets a couple of times, so we were able to finish our buck pen yesterday.
In this side, we used baling twine to tie at the top and bottom. The whole thing is a little wobbly if you shake it back and forth, but it is not going to break or fall over, so it works. This side, which was 49 pallets, cost us nothing but the gas money to get them. We just started taking the pickup every time we went to town so we could be prepared. Worked out well!