Milk crates have more uses than just carrying milk. They are sturdy and can be used for multiple purposes, such as shelving units or stepping stools. It is best to ask store managers if they would give you some crates rather than to take them.
Supermarkets are the best resources because they have crates of all kinds. If they do not have any crates on hand, ask when their dairy supplier will come.
Fast Food Restaurants
Visit your local McDonald's, or any fast food place that serves breakfast items. They should have a stack of milk crates sitting in their storage room.
Big Discount Stores
Check your local Wal-Mart. Chances are, they will have crates that they are willing to offload for free.
Gas Stations that also sell grocery items are a good resource. Not only will they have milk crates, but they might have juice crates as well.
Thrift stores might give you whatever crates they have on hand. If not, you can buy them for less than a dollar.