1. Some of the things you see are cannibalized from boxed sets. Most of the door frames ect... in those pics came out of the Mordheim boxed set.
2. FOUND MATERIALS! This defrays part of the cost. Stuff like, salvaging what you can from construction sites. Foam, wood in usable sizes/materials, nuts, bolts and metal fittings. Gravel gotten from gravel roads (I have 3 separate trash bins with different grades of dirt/gravel from a country road about a mile away, that I sifted myself. I use a lot of it to base terrain with, particularly rubble.) Business card stock. Old computer parts are great for 40k/Necromunda. Styrofoam packaging. Lots of food/common household item packaging. There is a real art to taking something from around you that's common, and making it look like something else. You have to see it in your head first, and it doesn't always work. But with enough paint and texture, anything can be made to look like something else at scale. Or you bite the bullet and buy some real materials.
3. There are some costs you can't avoid. Glue, which is relatively cheap. Spray paint, which you will end up going through regularly. I buy large sheets of poster board to use for the super structure of most buildings. I've used card board, cereal box card board....of which I don't have pics, but I'm still quite proud of. They look like shit up close, but it was a pretty valuable learning experience, because it teaches you about how important good materials are. The #1 cost that's hardest to avoid is your BASE material, the thing the whole terrain is glued to. I use MDF, and that shit ain't cheap. But it's worth the cost because it won't warp under the stress the glue places on it. Card board, even posterboard, will flex under the tension of the glue when it dries, causing the base to curl up. It's also sensitive to moisture warping. And you want terrain pieces to sit nice and flat. And then of course....paint. I recommend NOT using GWS paints because they're horrifically overpriced and loaded with latex. Finding a good brand of paint that's affordable, that you like the look of and that works well across multiple projects (models vs. terrain) is all part of the game. Modelling putty is also kind of pricey, but it gets used in small bits and is soooo neat to work with.
4. Small projects! After doing several large projects (40k themed mostly and those Mordheim pieces), I looked at all the scraps I had lying around (mostly sheets of MDF with big circles cut out of it) and all the tiny bits of carved pink insulation foam and was like "Screw that, none of this is going to waste!" And that's how I ended up at that little corner piece in the pics, with the squid thing. It's probably only 6" across, yet working small let me pour a lot of detail into it. I think that's actually one of my favorite ones.
5. If you've got interest in this stuff, even if you don't plan to do any of it, read and view the articles and showcases over at
www.Terragenesis.com. Those guys are hardcore terrain builders and as a community they produce some insane shit. They also have a large list of DIY articles, primers and tutorials. I really can't recommended it enough if you geek out over terrain.