Sliding doors that are made of lighter weight softwoods such as pine or cedar are both less expensive and easier to move than doors made of heavy hardwoods. Pine is less expensive than cedar, but cedar is more resistant to rot. When selecting boards to build a sliding door, be sure they are flat with as little warp and bow as possible. Thicker boards will create a sturdier door that is more rigid and provides better insulation against wind and cold.
Design your sliding door completely on paper before you begin building it. Mistakes are much easier to fix on paper than in reality. Make your door slightly larger than the opening, to reduce drafts. A sliding door can be designed as a simple flat panel made of vertical boards that are held together with horizontal boards, or built as a frame with panels set into it. In either case, your design should include diagonal boards that run from corner to corner. These diagonals will make your door more rigid and less subject to racking and bending.
A sliding door requires a metal track mounted above the door. Wheels are attached to the top of the door and set into this track, and when you slide the door the wheels roll along this track. You will also need heavy duty handles for the inside and outside of the door, and a lock if you want to make the structure secure. For doors on buildings that are heated, you will need gaskets that seal the door when it is closed to keep heat in.
If you want to maintain the natural beauty of your sliding wood door, treat the wood with linseed oil or finish it with clear polyurethane. Alternatively, you can paint the door with a good quality exterior house paint. Be sure to prime the door first to maximize the adhesion of the paint, and be careful to paint the bottom edge of the door thoroughly, because this is the place where rot is most likely to start.