One of the easiest (and cheapest) ways to build hobby terrain is with foam card. I built a set if about 9 buildings for 40k in about a day and a half. I textured them with poundshop filler and put them together using plasterer panel pins. They've served us well over the last few years and are easily repaired if the take a beating. I'm at work at the moment but I'll try to put some pics of them up in the next couple of days. If anyone is interested in hearing about this in a bit more depth, I'd be happy to expand on it.