Well, it all depends what you mean by a gaming board.
If you are building a small (4'x4' or smaller) table, then I suggest using 1/8" or 1/4" hardboard and bracing it with 1x2s.
If you are planning to make a 4'x8' table, then you will need a little more strength... If you can leav it set up, then plywood and 2x4s make a great, solid table.
If you need to transport it, or break it down, then use 2'x4' sheets of hardboard (put 4 in a row and they make 4'x8'!)
You can buy this stuff at your local Home workshop (DIY)store (Home depot, Lowes, etc)
For terrain etc on the boards, I suggest using the pink (or blue) stiff polystyrene sheets of insulation. Use a hot knife to cut shapes, etc and flock the whole table with the medium of choice (Sand, grass-flock, white-spray, etc)