Painted wood:
If it's new/modern paint, I'll burn it in a hot stove. But I'm leery of anything that might be older, because there might be a base layer of lead paint down there. Not great for air or soil quality in my yard.

Pallets:
I scrounge a lot of discarded wood pallets for kindling in my wood stove. It's free wood, diverted from the landfill, saves the business money and gets full value from the tree. Wins all around.

But I tend to avoid pallets from industrial areas where they may come in contact with chemicals. Better-quality pallets are returned and reused, so they may have multiple exposures. Be skeptical.

Pine:
I'm told that the smoke from pine wood is fairly toxic (i.e., pine fresh from the woods, not kiln dried lumber). Best to avoid breathing the smoke. If cooking directly over it, wait until it's down to coals.

I haven't been lucky enough to come upon so many pallets... right now I have less than enough for all my firewood to sit on

Sounds like a good kind of problem to have.

I stopped putting firewood on pallets. It creates the perfect habitat for deer mice, which then hanta-poo all through my woodpile. Bleah. Now I just throw junk wood at the bottom and pack it tight. No real problems, but we may be drier than you.

Call up a big box appliance store. All those stoves and fridges and washers and dryers are shipped with a basic pallet underneath. Offer to recycle them provided they reimburse you for gas. (Hey, nothing ventured ...)

Yeah, that's what I`m doing pretty much now with spare/scrap pine I have.

Eventually once the new shed is finished I probably won't need pallets... but my old one is pretty exposed! So I`ll probably use them in there in the "drying shed" hehe.