Slate is good. Big pieces break into small ones and make a nice smooth service for adhesion. It is sharp, and heavy (which is nice for weighing down plastic models...the heavy, not the sharp. Sharp is just bad; I think). I have found all my slate in friends landscaping, and just asked if I could take a couple of big pieces
It's used a lot for some type of roofing too, so you could probably find it from a landscaping company (they sell gravel and sand and...everything, but usually by the ton. Shouldn't be hard to pick up a few pieces).
About buying styrofoam...the pink stuff works good for bigger projects. I wouldn't buy it though. Just drive around your neighborhood and look for someone remodeling. There will be tons of scraps, and people are nice (usually) or just throw it in a barrel.
Cinnamon makes nice wood bits, and smells nice too.
Small pieces of chaos marines makes very fine basing. Especially with a sniper shot through a helmet (just drill a small hole and cut outwards with your exacto a few times). A small plastic (and identifiable) bit on your base will look good no mater what you put on it (gravel, sand, slate, various basing from train sets etc).
Hobby shops have plastic siding for buildings. You can get i-beams and such. since it's plastic, it bonds really well and has a nice look on the models, but usually has more of a fantasy (maybe steam-punk) type feel.