What is your favorite material for building/modifying trains?

I've heard many different answers about what's the best stuff for making your own toy pieces over the years, from simple cardboard and paperclips to complicated-sounding things like plastikard and milliput. I want to do it right and make sure any of my future builds are as sturdy and professional-looking as possible, so I wonder what you guys recommend or have used for your own projects.

The ultimate solution is to use 3D modelling software and the a 3D printer. A liquid resin printer (often referred to as an SLA printer) is best for small or very detailed parts. An FDM printer (such as the Creality Ender series) that use reels of plastic filament are better for full body shells or large components as well as things like trackside buildings and fittings etc...

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 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.