Rubber Bands The rubber bands are useful in any place you would use tape, but they are reusable! They are great also for adding grip on wheels for small robots.
Foam Foam in general is great because it absorbs mechanical shocks and humidity It's a great thermal, acustic insulant and it's easy to cut with a blade. Some foams can be glued together by heating them, but better to do it outdoor because it can make dangerous smoke. Sponge foams are flammable, but they carbonize when heated. Could be used as structural support, but only for small heights as it bends more than cardboard. Antistatic foam can shield from electronic noise, which is useful to insulate a magnetometer for orientation from the motors and the RC circuit.
DAS (sculpting clay) About 6€/kg where i live, and i use it where i would need custom 3d printed pieces. It's heavy as it's about 1600g/m³ (wood is 600g/m³ and foam is 200g/m³, steel 8000/m³). It can be molded using hands and can be pressed against surfaces to make servo mounts or just placeholder bricks. Can be sand-papered to get a smooth surface and gets hard as bricks within a day
Cardboard(layered) http://www.instructables.com/id/Cardboard-Robot-Arm-for-Cheap-Robots/ Two sheets of package cardboard from online purchases, with the top sheet rotated by 90° to have an ortogonal grain. Then i've taped the borders to stay together. That is the same trick to make plywood. It's not waterproof, but it's easy to make a hole in to screw it or use a wire to anchor it. Really lightweight(300g/m³) and holds up to 800g/cm with 0.5cm
Hard transparent plastic The plastic in the first photo is taken from the back side of package of a cookie box. It's easy to cut, bends easily, it's waterproof and transparent. I used it here because I needed to see how the servo steering was working.