In my area, standard pine boards are perfect for woodenware. You need to be picky when you select them but I can almost always find what I need.
Painting the parts that are weather exposed is critical for durability. 2-3 coats of decent exterior house paint. Color does not matter except considering that dark colors will absorb heat. Depending on hive placement that may or may not be good. There are guides on the web that will tell exactly which faces need to be painted.
Give your painted woodenware time to completely dry and air out. Beees are not crazy about the smell of fresh paint.
Thi site has good plans for building everything you need at this page..
http://www.beesource.com/build-it-yourself/
And here is another source for plans if you really want some tutorial type instructions and even some videos. Good stuff...
http://www.michiganbees.org/beekeeping/in-the-beekeepers-workshop/
I don't think finger joints are neccesary unless you are going to be moving your boxes around a lot and want to grow a big operation. For the backyard beekeeper, I think glued and nailed dado joints are plenty strong.
Handholds are another consideration. If you are a bigger operation and need to store a lot of hives close together or stack them tightly on the back of a truck bed, then you probably want the traditional cut in hand holds.
But if your a hobbyist and don't have the tools or skills for cut in handholds, it seems to me that the nailed on runner is fine.
All of this is more to suit you and your operation. The bees don't much care.