Scavenging Tips!
Where to get stuff for free or at least very cheap...
Computer/Radio/TV store
Try asking your local computerstore/TVshop for foam/electronic parts/corrugated cardboard. Computerboxes are strong and come with lots of styrofoam
Electronic bits
Electronic parts - try asking the local radio amateurs or computer enthusiasts for stuff that does not work. You know - the kind of people who build the stuff themselves. I got a boxful of stuff. Or buy a broken really old computer at a yardsale and open it up. Just don't pay too much for it! In general, yardsales are good places to scavenge for cheap stuff. Like broken toys or plastic soldiers...
Foamcore
Now, that's a difficult one. But architects use it to make models - try asking if they've got any leftovers or if they know a good (and cheap) provider. If not, then my best advice is to stick with corrugated cardboard. Treated right, it is almost as good.
Paints and glues
Paints and glue will still cost you, I'm afraid. But I can recommend using a large bottle of glue - I buy mine the same place my dad buys his - he is a carpenter - and it is far cheaper to buy in bulk (as always) and avoid the namebrands. Elmer's glue by any other name is still just white PVA glue. Woodglue is another word useful - and you can try asking at the places where carpenters buy wood. We call them DIY (Do It Yourself) stores or Buildingmarkets. This is also the best place for a cheap black spraypaint. Or the much glorified Wal-Mart - it seems that place is cheap and well-stocked. I would go for cheap first...
Styrofoam/Corrugated Cardboard
If you need foam/styrofoam, try going to the supermarket and ask the girls/guys in the fresh vegetables and frozen foods departments if they've got some. You see - they get a lot of their stuff that way. Another thing they get that I crave... (strange, but true) is a cardboard-like melon-tray. It has these neat semispheric cardboard thingys that I envision as alien settlements or some such thing. Supermarkets are also the perfect source for corrugated cardboard.
Thick cardboard
Now, for thick cardboard you need a place that does photo/picture framing. Ask for cut-offs - they will most likely be glad to get rid of them.
Tubes
Take a look at the local carpet sales. They have these splendid tubes inside the carpets - and they throw them away! Horror!!! I have a collection of tubes that I got just for the asking. Go boldly, go honestly and be rewarded - most people do not mind seeing what they perceive as trash used as someone elses treasure.
Wood - any kind
Try cabinetmakers, carpenters or the like. Most likely they throw out stuff you could use. And if you have a car, getting to the most remote areas should not be difficult ;-)
Now - let's go on a Scavenger Hunt!