This year I have collected several small oaks (2nd year seedlings) a lot of Sycamore seedlings and few Ash tree seedling. They will all take several years to develop, but without being collected they would have ended up on the compost heap as weeds.
The other thing I have done is to buy some cheap fast growing shrubs from the supermarket. Once again a year or so in the ground and you may have some workable material.
If you want to work with Conifers and pines, then you will be able to get some dwarf varities at your local garden centre or even B and Q, but once again they will benifit from time in the ground before you Bonsai them.
If you want something bigger to work on, see if anybody locally is getting rid of shrubs and trees from their gardens. You could get some great stock there for a bit of labour. I am currently trying to persuade my neighbour that her 20 year old Azalea needs to recycled, but she is having none of it
If you can get hold of Ken Normans "Handbook of Bonsai" he has several projects in there with nursey stock as the subject. It will give you ideas.
Rob