I use various thickness of Plastic card, the sort that is used for 'For Sale' signs or making signs. I find that I can usually 'scrounge' enough for my modelling needs.
Best thickness is 3mm and 5mm sheets.
When building terrain pieces I score the surface with a large modelling knife before adding the terrain piece. The groundwork is usually built up with DAS modelling clay over a thin layer of uPVA glue.
Just to confuse you I also use MDF. Medium Density Fibreboard in 3mm, 5,, and even 6mm thickness.
For more information check out some of my Flintloque terrain pieces for Barking Irons Online, see Flintloque Labels on my Blog. I hope this helps
Tony
http://dampfpanzerwagon.blogspot.com/