Cast foam dungeon scenery material that you can cut and modify

Cast foam has been making its way into the game stores as a scenery material. I like it because it's lightweight but it takes details and paint well. It's usually too expensive for me, though, and I like to make my own stuff anyway.

Here's a product by a company called Thomarillion that provides a set of interlockable cast foam pieces, and takes advantage of the foam material's ability to be easily cut and modified, to create system that's a cross between Legos and a model kit.