First off, welcome!

As far as sets go mine are mostly assembled from various pieces I've made or whatnot and therefore can be easily broken down and stored. Personally I prefer homemade sets as opposed to what you could buy in a store as no one else will have it and it will always make for a different looking set than viewers may know.
There's TONS of great stuff to print off on here to really make sets come alive and like Scuba said you can always use photoshop if there are no other options for what you need.

A couple quick tips:

-get yourself to a hardware store like Lowes or Home Depot, obviously there's wood but I recommend getting a couple 12"X12" tiles or sheets of lenolium. There's lots to choose from and it works great for walls and/or flooring.

-Dollar stores are great for odds and ends bits like fake candles, a bags of stones that works well for rocks, you might even find a couple gems in the toy section.

-Household objects can be your best friend. I can't tell you how many times I've seen folks use the inside of a computer or parts from one. Kitchen cabinets can double as warehouses if you're really strapped, hell I used you a spice rack once and it worked perfectly. Wire mesh paper holders make for great fences.

-pocket LEDs are perfect for this hobby as well. I take it you know about lighting since you're in Photography but having one or two pen or puck lights is great for atmospherical lighting.

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