The pickets on my back fence have warped to the point that it isn't so private anymore. I replaced a section because the idiots didn't use treated lumber in the support 2X4s but will probably do the whole thing now. My question is what kind of pickets should I use that will hold up better. Cedar, treated or other? I may or may not need to stain/seal it red to conform with the hoa if that makes any difference.

Cedar is the best wood to use for fence pickets and braces. It has the least amount of warpage. Even treated pine will warp, especially if it is green.

This is all I use when building fence for my clients. You will find thicker pickets from a lumber provider, but Lowes and Home Depot often put their cedar pickets on sale. Sometimes you can even find some that are pre-stained.

They make several good stains if you end up having to stain it. The easiest way is to use a pump-up sprayer. If you want your stain to last longer, wait until it gets warm. Stain penetrates deeper when the weather is warmer (85+).