In a decent lumbar yard you should be able to buy a type of wood called "Ipe". It is a South American hardwood that looks and handles like teak, but is commercially grown. It is less than a third the cost of teak and it is sold in diminsional sizes (1x4) that already come with smooth slightly rounded edges. All you have to do is cut to length and attach them together as mentioned above.
Wow, that sounds pretty good. I will definitely check into it, thanks