I used boxes and books when starting out
I looked into a lot of stuff - the Dark Future stuff isn't really fitting for the Infinity world, so I needed to collect a bunch of stuff.
The first stuff I looked at were the Micro-arts MDF buildings - those are really nice but they are bit expensive and sold-out at all my local stores. The other issue I have with those is that the MDF can break while assembling and it looks like MDF (meaning the struts and supports are all the exact width of the MDF board - not a big deal though).
Bandua war games makes stuff for infinity, that's the stuff that Matt uses in his battle reports. This stuff is a little better thought-out IMO, it all fits together fairly well, stacks ok and even stores well with a kind of nesting-doll set-up. It's a little expensive because you don't get a whole lot of building for you $$, and the walkways and rooftops don't seem to line-up in every case; I almost bought this.
I finally landed on, what I believe, is the best out there. Plast Craft, made for infinity, TME building modules. This stuff is not MDF, it's PVC; which is weird because I was skeptical about these sheets that essentially feel like thick cardboard and are light like foamed plastic - I thought it would be fragile and unsuable... quite the opposite - the material is extremely strong, takes super-glue like a champ and appears to be some kind of dense, dense plastic foam (so dense it appears solid) and has the feel of cardboard but it's really, really tough to tear.
The buildings are all designed to fit together so you can build super-tall towers, or complexes connected at various points with walkways, or even sprawling ghettos of single buildings. The buildings each feature removable windows and doors that slide in through the top and can be removed or replaced depending on what you're building. Like most of the products, the doors and windows are all made for infinity scale so your figures will be a perfect height for sliding through a door way, shooting out the windows, taking cover behind walkway railings or roof edges etc.
I can't emphasize enough the modular nature of this stuff - for example when they designed the walkways, they designed them so that if you want to have the walkway go from one roof to another, no problem, however, lets say you want to put another level on one of the buildings so you have to remove the walk way right? nope! The next level fits right over the walkway and if you position the next level so that there is a doorway facing the walkway, the door is designed to be at the perfect height for the walkway, meaning it is a seamless transition from the walkway to the 2nd floor so if you had enough buildings you could build an entire Infinity board 10" off the table surface using all multi-story buildings and walkways - a true 24th century sprawl!
They thought about other things too, small stuff - like the ladder rungs are just wide enough to grab a 25mm slotted base so you can have a guy half-way up the ladder at the end of his turn (if you trust the grip - to each their own on that)
The line currently also comes with some very futuristic containers for random obstacles and cover - these are a good size, big enough for most units to cover behind but small enough that they can be placed on top of a roof - they are very curved and slightly intimidating at first but I cannot emphasize enough how well designed these products are - they are made not just to look good and fit together but also to assist you in putting them together - it took me about an hour to assemble all 6 containers.
Best part is - they're pretty cheap - I picked up 4 sets of 3 buildings for about $100; bought a few walkway sets and a 6 piece crate set and I have just about everything I need for a 4-ft table... I'm going to pick up more because I love that you can build vertically with this stuff and have inter-connected skyways. I have a dream of a 4 story hive game - but that's overly ambitious.
Anyways you can check-out plastcraft TME terrain here: http://www.youtube.com/watch?v=i02xrl687CA
or visit their website; if you're a YuJing player they also produce feudal Japanese style buildings using the same materials. If you want to see the set reviewed you can watch this video here: http://www.youtube.com/watch?v=Hz_R-kb-Pbw
- It's in spanish but about halfway through he shows you how the assembled buildings come apart and how all the windows and doors attach etc. It gives you a good idea of the material and design.
Best part: They are expanding the line in January, round buildings, off-set towers and junction walkways - all of it promising to fit together seamlessly.