2x4's will be fine. Cut them into 4" blocks, line up the grain, clamp the blocks together, and drill the hole between them with a spade or forstner bit. Make sure you drill them across the grain or they will split the first time you use them.
Super cheap and quick to do this way and will last for quite a few frames. When you're ready for super nice blocks that will last for years and years, give Dave Bohm a call.