In this area, Pressure treated SYP. In Washington state, I don't know..
Spruce and most untreated pines are a poor choice because of the speed of deterioration..
Redwood would be good, but it would be very expensive here.
I'd forget nails though. Screws are the way to go especially on a dock that will be bumped and then left alone for long periods. Stainless is best, but the new ceramic coats are very tough.
Oh, and pleeeease tether all of your tools to yourself. When you drop a cordless drill in the water it's done.