You can do it too!
Here's how: get a cast off skip or pallet (you can pinch these curbside, or find some warehouse or industrial area in your city/town and beg for one). Look behind the local supermarket, in the loading area. You'll probably find a few. And the dudes who work in trucking will likely be happy to give you some, gratis.
Separating the boards is the hardest part of the project. You'll have to take apart the original pallet in order to reuse the boards. Admittedly, this is no fun. It's grunt work. But once the grunt work is done, the rest is easy.
Here are my admittedly amateur building instructions. (Note that I'm calling the dismantled boards "pallets" here.)
Also, be careful to buy the right LENGTH. Even though I measured, I actually bought screws that were too short. (I had been worried about getting screws that were too long and having the tips poke out the front of the headboard, which would have been very bad.) Alas, I overcompensated and the screws were too short. I solved the problem by countersinking them through the supports, which took extra drilling, but saved me a return trip to the hardware store.
Anyway. That's it! Done! Pallet headboard complete! I gave this baby to Pete, and since his bed is currently a mattress and box spring on the floor, we just propped the headboard up behind. (Later, when he gets a frame, we'll raise the headboard and secure it directly to the wall with additional screws.)
Now... for the reveal!
See how I deliberately preserved the "Product of Canada" stamps that appeared on some of the pallet boards? More character!
I THINK IT'S COOL.