Pine, poplar. Ash was really cheap for a while, but I think the price may have been going up (emerald ash borer problem so lots of trees were harvested before they sat dead for too long). I wouldn't recommend any engineered or manufactured wood product. If you've got a thickness planer, pieces of old pallet wood are good for practicing on too. Its usually some sort of hardwood. So what if its not 3/4" after you take all the nails out and plane it.
Box joint/finger joints the same thing, or at least to me. Rocker sells a nice router jig. Woodsmith I think has one that works on a table saw or router.
Dovetails, i now prefer doing with hand tools - joinery/back saws, maybe a coping saw, chisels, bevel square, striking knife and a marking gauge. Smetimes they turn out air tight. It takes a lot of practice. Good lighting is really importantant too. Get some videos by Chris Schwarz, Roy Underhill (almost all his seasons on dvd now - get the newer ones for better info) and especially Frank Clausz. I spent lots of money way back on a nice Leigh dovetail/mortising jig. It is nice but very finicky and time consuming to set up. I suppose if I had to make dozens of idenitcal drawers it might make sense to use it. To make a few sets of dovetails its just as quick to do it by hand. And the geometry/angle of the pins and tails looks better. And quieter, with little mess compared to a router.
Motise and tenon - it depends on the project if I use power or hand tools. How many to make, how big they are. Sometimes its a combination - forstner bit and then clean up with chisel on mortise. Sawing tenon cheeks by hand is not too bad.
I like western saws best. If you use a really sharp and properly sharpend back saw, it will cut as well as any mass produced japanese style saw, and maybe better in some applications. And the teeth don't break, and they can be resharpened. Unless you buy a super expensive hand made from some japanese master craftsman, the blades cannot be resharpened on the mass produced ones because of how they are hardened. And the hood saws usually have to get sent back to japan to sharpen. Its better to buy a new saw if you can. There are several makers, but I really like the ones from Bad Axe Tools. They will also sharpen an old Disston if you find one on ebay. Get something like a no4, or a small dovetail saw. nice ones can go for a lot of moeny, and few come sharp and ready to use. Just make sure you are getting a straight blade, and it isn't pitted too bad. There are a few other guys out there that you can send saws to for resharpening. Its really difficult to retooth an old saw right off - some of these guys have retoothing machines, and they they do the final sharpening by hand.
For chisels, I like old buck bros, witherby, barton, white ones (many will say "cast steel"). Many of the james swan chisels I've bought do not seem to have a good temper, or maybe they did not use a high enough carbon steel. Some of the old stanley everlast chisels are good too (wooden handled ones). All can be found on ebay on the antique tool section. You only need a few widths to get started, and won't cost too much. - lot less than new ones from lie-nielsen, and far better than almost any other new chisel you will find. Also, the not so old blue handled Marples (UK) are pretty good. The new made ones not so much. Also common on ebay.
The marking gauges can also be found online. The striking knife you are better off buying new - many sources including Lee Valley to much more expaeice ones. And get a nice .3mm mechanical pencil to highlight the knife lines for your saw of chisel cuts.