Welcome to JD!
I dont live in the 'big city' however i do have some problems with scenery, infact unless you live 'out in the sticks where no sod lives' theres a good chance most of us on the forum have the same issue with scenery.
We all want our pictures to improve and scenery plays a huge part, the figures are all set to go and now you need your set to display them in.
I guess with you it will depend on a couple of things, how quickly can you build a set and pull it down in your appartment, and obviously the space you have in your appartment will contribute to your set building size. The ideas offered so far have all been fantastic and i'm sure once you try them out you'll be posting up frequently.
I'm currently redecorating cardboard, the great thing is about it, is that like foamboard it can be easily manipulated into city buildings or warehouses.. its also a light material.. and depending on where abouts you shop... its FREE!
And any money saved on building materials can be used on... toys or exterior decorations.