or you can just look into hard woods that weather well. like cedar for instance. granted its pricy, but its the only example that comes to mind right now (there are others). it is used to build many decks and roofs for homes and whatnot, and weathers really well. Its also cheaper than pressure treated, and you don't really have to do anything to it. your screws prob won't slip out either cuz its hard wood rather than soft wood.