I stole 4 from the local sainsburys and took them home in a wheelbarrow with a mate.
Its better to ask someone though. Annoyingly, the blue ones owned by Chep are property of Chep and stealing them is stealing from Chep. However, they tend to be the strongest (thought try to avoid the ones with plastic outer 'rungs', they are slippery).
Local shops, industrial estates, tile warehouses etc have lots of 'normal' wooden ones, so best to ask or if you are a badass like me I guess you could borrow them indefinately.