Construction materials

I am fine on electronics construction, but not having any engineering experience, I need advice on construction materials. Bear in mind that I only have basic handtools, including minidrill, hacksaw and the like. There are a number of items I want to be able to fabricate myself (from sheet materials where possible). I am not concerned about things lasting forever, ease of cutting/shaping and reasonable strength are more important. For example a future project is likely to be an arm.

Our "fearless leader"

is happy with paint sticks and hot glue. MarkusB has about the same tools and his work is rather impressive. JAX has started playing with building a Start Here inspired robot with little more than cardboard and hot glue. There are a few robots here built with CDs. Sintra, foamboard, copper tubing are all options. The only structural material I have yet to see used on this site is paper.