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You will definately want to get galvanized steel. You usually can't find this at stores like menards, menards only has round steel tubes and the lengths only go up to 10ft.
I made a mistake and bought a "cold rolled" 12' long square steel tube at some steel shed for like $25. The cold rolled steel rusts a little and just doesn't slide as fast. I'm not sure what the price for galvanized steel is but I know it's more than cold rolled.
^ sick rail
What kind of paint are you going to use.