My urban board currently has a lot of ruined buildings. When I started working on it, my goal was something that looked like a bombed-out town. Lately I've been making intact buildings (such as Martian Joe's Bar), which are a bit more effort, but worth it. Buildings are based on either blueboard or sign plastic. I intend to look at other materials, as blueboard will warp on some larger pieces.
Ruins are very easy to make. The walls are made from foamcore, blueboard or cardboard. Generally I'll cover these with something for texture and to hide the ends in the case of foamcore and cardboard. On most of the older buildings I simply painted them with watered-down Elmer's glue and threw sand or grit at them. The newer ones tend to be covered in wood filler. Bits of sprue from model kits, balsa or Plastruct I-Beams can be added to the walls to look like supports. Other stuff can stuck on them to create more detail. I have a bunch of plastic rings that I picked up years ago around Halloween for a dollar a bag. One bag had thirty-three skull rings; the other had thirty-three bats. These have been added to assorted tombs, buildings (when I played 40K) and ruins. Strips of thick paper can be used to make molding; doors made from balsa (or thick paper, plastic, etc.) are fairly simple to make as well. For ruins, I usually glue these to the floor near the doorway (as they have fallen off the hinges).
For intact buildings, I either decide on the dimensions and mark these out on the foamcore (or whatever) or do up blueprints on graph paper (if it's going to have a complicated design or if I want several identical structures). Blueprints are transferred to the wall material by placing the graph paper over it and sticking a pin through each point at which lines meet. After that's done, I simply play "Connect the Dots" and cut everything out. Details get added in much the same manner as with the ruins. Depending on what you intend to use the building for, you might want to add viewscreens (made from thick paper); ladders or stairs, trapdoors to the cellar, electrical outlets (indoor ones are just card with two circles on them - glue them into place after painting; outdoor ones can be made out of small bits of plastic sprue); posters, framed pictures (made the same way as viewscreens) or any other thing you'd expect to find in a building. The roof can be made from balsa, cardboard, stiff paper or whatever else looks good. Just remember to make it sturdy enough to hold miniatures if it's flat.
My Town Hall (shown at the bottom of the page) has pillars to support what's left of the balcony above the entrance. These are simply 3 inch tall pillars made for wedding cakes.
My fences are made from plastic canvas. (Just as a note, everyone else seems to use metal mesh.) This is a plastic grid, which I think is used for needlepoint. The stuff I have came from Walmart and was about a quarter for a 13.5 inch by 10.5 inch sheet. I cut it into strips of whatever height I want and glue it to posts that have already been fixed to a base. Plastic canvas can also be used to make metal mesh walkways or glued to walls for an interesting effect. If it's supported properly, it makes good catwalks.
Other pieces lying around my urban board are rubble piles (made from the same things the ruined buildings are), signs (usually made from sprue and sheet plastic or balsa), and the usual barrels, crates and oil drums. I keep intending to make some dumpsters (probably from card) but have yet to do so.
