I'm probably going to use railway sleepers to build my pergola. They're big and very heavy, but I just love the proportions. I've got quite a few in my garden already. We used them to build the pond (which was formerly a raised bed for vegetables) and I've also used them to edge borders.
I've used the recycled ones, which are a bit controversial as they're full of preservative and leak tar. This doesn't seem to affect the plants, but you're not supposed to use them in areas where children might clamber over them (in a play area, for example) as the preservatives are said to be carcinogenic. As a pergola, I reckon they'll be OK (unless someone decides to come along and hug them).
You can buy new sleepers which are completely safe, but they're very different: plain and square and much lighter in colour. This can look really, really good, especially in a geometric, contemporary garden design, but because I've already got old ones, I worry that the new ones might look a bit out of place.
I'll probably order mine from www.railwaysleeper.com, who are based near Nottingham, but will deliver nationwide (there are full details and examples on the website). They charge something like £60 to make a delivery to London, which is fair enough given how heavy the things are. You just have to be absolutely sure about your order: it's not as if they can just nip back and get another one...
There are three great things about railwaysleeper.com. First, they have a huge selection of sleepers, in a range of woods from Dutch oak to African azobe, with clear details on sizing and pricing.
Second, in my experience, they are incredibly friendly and helpful. The site itself is full of useful information but if you email them with a query, they get back to you very quickly.
Best of all, however, they have the most astonishing selection of photographs sent in by customers. There are literally hundreds: I counted 74 entries in the Raised Beds section alone. Then there are sections on water features, decking and patios, steps, retaining walls and even furniture. Do check out the furniture - you'll be amazed.
Even if you don't want to buy railway sleepers, it's fun having a look at all the projects, especially if you're looking for inspiration. You just have to remember to allow at least an hour while you flick through ...