I've never heard of anyone allergic to the wood of pine, that's a bummer.
Maybe you could see if aspen or poplar are doable? They will be more expensive but also sturdier. I guess if you make some walls or one wall out of melamine it can help with the cost.
The overall cost depends on how many tools and how much hardware you already have. Costs me a good $200 to build my cage but I had nothing to begin with.
I would think about if you want to make it 4-5' deep. You'd literally have to get your entire body into the cage to clean it. Drawing out very detailed plans helps a lot when you want to figure how you can go about building a cage.
I used a 16 gauge galvanized after weld 1x1/2" wire I found at Lowe's. You don't want galvanized before weld wire, though. I wouldn't get a gauge higher/smaller than 16 either (or 1.3 mm in diameter--don't know if you guys use the same measuring system as we do).
No idea about the paint--I just avoided it because I couldn't figure out if it was ok or not. I'd assume most paints would be toxic, but I'm not sure if there is a certain kind of paint or stain that would be ok.
I know there are a few threads on some other specifics of cage building. If I find any I'll link them here.
