Matakishi’s Tea House has a photo tutorial on making a modular Egyptian tomb from painted balsa blocks. The effect is quite nice and the end result would work very well in ancient, as well as pulp miniatures games.
Cardboard is not the greatest material for making wargames buildings—formcore is far better. But for making ruins, it actually works quite well. I built enough ruins to cover a 5x5 table for a Stalingrad game from cardboard. Terragenesis has an article on making ruins from cardboard that look remarkably like the ones I made.
The Miniatures Gaming Podcast has an episode on making cheap urban terrain. While podcasts are probably not the best way to offer instruction on such a visual hobby, it’s still an interesting listen.
Zippy’s Card Models has three terrific models that could be used in a Scottish highland setting: two crofts (one story stone houses), a stone barn, and a stone house that would be appropriate for a village. These might be especially interesting in a Jacobite Rebellion miniature wargame.
Miniature Wargaming is part of the "adventure games" hobby, which includes r ole p laying and board games. Wargamers recreate battles on the tabletop with toy soldiers, like a more complicated game of chess. Models range in height from 6mm to 28mm tall, with 15mm and 25mm being the most popular. There also is a growing interest in toy soldiers and military models, such as the 1/32 and 1/35 scale plastic soldiers from Conte, and Marx.
The most popular miniature wargames are fantasy and science fiction based, such as Warhammer, Warhammer 40K, Warmachine and The Lord of the Rings. World War II games such as Flames of War and Axis and Allies are new favorites. Other favorite historical periods include Napoleonics, the American Civil War, and ancients, such as Romans or Greeks. Other gamers enjoy miniature naval wargames, recreating battles like Trafalgar, Jutland and the Coral Sea.
Hobbyists research historical periods and paint their tiny soldiers in accurate uniforms. Others develop "historically realistic" rules sets or build scale battlefield terrain using model railroad techniques.
For pictures, visit the gallery.
Some of the bigger hobby companies are Games Workshop, which produces Warhammer, Wargames Foundry and Old Glory Miniatures. Wizards of the Coast produces several lines of pre-painted miniatures games, such as the Star Wars and Dungeons and Dragons miniatures games, and a historical game with pre-painted miniatures: The new Axis and Allies game. Wizkids produces a fantasy collectable miniatures game, such as the Mage Knight and Heroclick fantasy games, the science fiction games MechWarrior and Rocketmen, as well as the quasi-historical Pirates of the Spanish Main.