Don, keep your eyes peeled for small wild cherry trees, whether storm damaged or just growing on friends or neighbor's property. My brother-in-law just moved back from Kernersville, NC, and while getting his house ready to sell, which was in a cul-de-sac of a subdivision, my nephew helped me take out a few that were growing at the edge of his back yard. I don't know the exact species, but understand that these are quite prolific in NC. I've been using it for chicken and mixing with a chunk of hickory for ribs and am LOVING the flavor, not to mention that the smell of the smoke is INCREDIBLE!
Anyhow, not only is "free" obviously better, but kiln dried smoke wood just doesn't have much substantial moisture left. As for apple, I haven't visited our local orchard at the right time, but I take my saw with me when we go to pick peaches and they let me take as many broken limbs as I want. When the wood seasons to where it will clack when knocked on another piece, I know it's ready for smoking and that the smoke will last longer and give more flavor than anything I can buy in a store. If I couldn't bum a little hickory and oak off friends, I'd just buy some from someone that sells firewood. Another advantage there is that you should be able to find out which species it is. For instance, red oak has more flavor than white, and there's some hickories that produce harsher smoke than others. Lots of folks shy away from it, but anyone that's done any smoking with shaggy bark hickory, one that's prolific here in TN, knows that it's a fantastic smoke wood and goes with anything. Pignut hickory is supposedly even better, according to Chris Lilly.