Having worked on construction sites before, I can say with some authority that pulling things out of skips isn't as easy as just walking onto the site and pulling it out. Nowadays due to health and safety legislation, any site run by a contractor that doesn't want to get closed down immenently will have guards on site, 360 degree fencing and a locked gate. On top of that there will be strict guidelines about how labourers have to be dressed, hi vis vests and hard hats emblazoned with their sub-contractors name/logo. So if two kids in Jibberish hoodies, Janoskis and a Saga Snapback start wandering around pulling 6ft lengths of pvc out a skip, it's going to be pretty obvious that you're not meant to be there. Whoever suggested you sneak on site and start stealing shit is a moron.
If you show up to the site, when it's quiet, usually Friday afternoons (construction works knock off anytime after 1ish on a Friday) and ask the security guard or a unskilled labourer, then they might be kind enough to help you out. But equally don't be suprised if they tell you to show yourself off in no uncertain terms. When your picking someone to ask, make sure it's either a security guard or a unskilled labourer. Security Guards often don't have much on their schedule, and it's a pretty boring job, so they're often looking for something to do. Likewise unskilled labours have a pretty dull job, and they often have more time on their hands that labourers with a trade (joiners, painters, roofers etc.) who most of the time are working flat out.
To be honest though, I'd say your best bet is to go to a builders merchant and ask if they have any damaged stock.