Diorama's

Thats pretty cool.

I found this while I was looking around http://www.youtube.com/watch?v=2p7oYaiB_p8 this guy has instructions to making some really cool diorama's!!!

Thanks a lot for the help guys!

I prefer to use cardboard and paper, but foam and wood, or a combination of the two, are definitely popular methods.

My number one piece of advice, no matter what materials you use, would be to try to resist the urge to make a cube/rectangle shaped diorama if you can, simply because that's what everybody does. Even if the location you're making is an actual box-shaped room, you can break up the outline, and make it more visually dynamic, by making diagonal or jaggedly cut walls/floors/ceilings, etc. rather than all ninety-degree angles.

There's a guy over at Hisstank making buildings out of styrene and balsa wood. looks pretty cool.

Right now I use a lot of Extruded Polystyrene(aka house insulation) works pretty good for me. If you need some tips, check out my youtube channel(link in the sig).
Other people who do dio's are good to check out:
http://www.youtube.com/user/skphile
http://www.youtube.com/user/ajfrost1985
Or various wargamming channels...hope that helps.