My current favourite is cardboard since it "never runs out", can be obtained in large quantities for free and is super easy to work with. Toothpicks/cotton buds, skewers, matchsticks and popsicle sticks are all great sources of wood. For very thin details that would normally be easily damaged (such as handrails, window frames or Plarail-style couplings/coupling rods), I have a 3D pen that uses PLA filaments. Not really practical for casting or large pieces due to how it works.
If you can't easily find plasticard, one of the cheapest alternatives could be signs for things like "No Parking", "Beware of Dog", etc.. Gluing nylon zip (cable) ties together should also work well for some pieces, but they're not very easy to cut.
If you can't easily find plasticard, one of the cheapest alternatives could be signs for things like "No Parking", "Beware of Dog", etc.. Gluing nylon zip (cable) ties together should also work well for some pieces, but they're not very easy to cut.