The various yellow pines are more or less rot resistant, depending on resin content. High quality yellow pine is more resistant than cedar and nearly as strong as oak. The white pines have no resistance what so ever.
As for hardwoods, only the heartwood is ever rot resistant, so species which are predominantly sapwood are unsuitable for exterior use. Red oak actually has no resistance either, as opposed to the far superior white oak. White oak costs a little more, but it is very rot resistant, a little harder, available in wider boards (I have a board almost 2 feet wide sitting in my basement), and has tighter grain. I think white oak is better for outdoor projects than cedar because cedar is so weak and because white oak at a sawmill costs 1/2 as much as cedar of similar quality from Home Depot.