Natural branches are great for our birds.
A: They give a varying size for their feet. This is good for them as if they live on the same diameter dowel they can develop foot problems.
B: It can give them a source of minerals from chewing the bark.
C: It gives them something to chew on.
D: It is more natural for them to play on.
Willow is safe.
Sorry I do not know about Pecan.
Here is a link to good and bad woods. http://www.mdvaden.com/bird_page.shtml
Some woods I do not see on here that are used are. but are from NZ and Aussy.
If you put the screws where your birds cannot get them you will not need to use stainless. If you counter sink the heads they will be out of site anyway.
My Gym is held together by interlocking limbs, cable ties and just a few screws.
Treatment of wood. If there is any bird poop on it or you worry about it being safe, a good hose down and leave to dry in the sun, is good enough in most cases. I do not treat mine as I prefer them to get a natural as possible environment.
Same as some will tell you to strip the bark off! Much better that your birds get to do this I feel.
And I just have to add a picture of my super large Ply Gym, which my guys spend a lot of the time on and sleep there.