I'd pop down to the places listed under "Ladders" or "Scaffolding" in your yellow pages. You can buy parts for all of the better quality ladders from the manufacturer, and it occurs to me that all aluminum extension ladders would have pivoting slip resistant feet and non-marring end caps which would be approximately the right size to fit a 2X4.
I'm thinking that if you can find a non-marring end cap that happens to fit over a 3 5/8 by 1 5/8 aluminum side rail, you'd be in business. Alternatively, you might just be able to modify those pivoting slip-resistant feet on an aluminum extension ladder to fit your 2X4's.
You also might want to Google "Wooden Play Structures" to find the makers of wooden play structures for children. There very well may already be a plastic cap that fits on 2X4's, and I'm thinking that the people that make wooden play structures may have already done the same search as you, and you might want to find out what they use on the ends of 2X4's so that little tykes don't poke their eyes out on them.