For my sets, I tend to use pre-existing playsets whenever possible (G.I. Joe HQ, Mobile Command Center, etc.). I'm lucky because my mom has lots of dollhouses and accessories that fit 3.75" stuff very well, and she doesn't mind letting me borrow them.

For sets that I can't replicate with anything pre-existing, I use -- construction paper! I have a big package of multi-colored paper, which I use for all sorts of walls, floors, etc. It works surprisingly well, if, like me, you don't mind your sets looking like they were built on a budget!

I used to be able to take outdoor shots at my parents' house, but they moved recently, and have a much smaller back yard. I haven't really scouted it for photography yet, but I don't think it will work as well as their old place used to...

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is on indefinite hiatus...