I think foamcore is the best material to use for brick or concrete style buildings. It is cheap, easy to work and glues quickly. This page runs through the basic technique for making ruins or buildings from foamcore.
Foamcore, PVA glue, sand, paint, material for base (see materials section for details).
Sketch out your ruin or building and decide on the basic dimensions. Then prepare a base being sure to give yourself a few inches around the outside of the building to landscape it and give a more natural look.
To get strong and realistic wall corners I cut away one layer of foamcore to give an interlocking joint. First, put a single piece of foamcore against the end of the wall that goes into the corner and draw down it to mark the thickness of the foamcore.
Then cut through just one layer of the foamcore along the line. Tear out the strip to give a stepped edge to your wall.
Do the same to the other wall to produce a corner with an overlapping joint, like this:
Glue your wall construction onto the base with PVA glue. Remember that buildings have floors too - cut a piece of foamcore to go inside your walls with a suitably ruined edge to it, perhaps with cables or pipes sticking through.
Ruined walls look effective if you cut through just one layer of the foamcore and rip it out. This looks like a double-skinned wall that has been damaged.
Before painting a foamcore building it should be covered with slightly watered-down PVA glue and allowed to dry. This seals the foam layers and prevents the spray paint from dissolving it. For ruins and 40K buildings I mix some sand into the PVA and paint this mixture on to give a very rough texture that takes drybrushing very well. For more finished buildings (like the Ork fort) I might use a textured paint instead, though the sand technique would be OK too. If you want a smooth or rounded top to the walls (as in the Ork fort) cover the top edge with modelling clay.
For dark buildings (like all my ruins and the large tower) I spray with black undercoat to begin with. Then drybrush with very dark grey and, when dry, gradually build up with lighter coats of grey. Finish with a very light drybrush of pure white especially around any details and on wall tops, around windows etc. For large buildings I don't use Citadel paints (it would use up an awful lot!) - I use children's powdered paint instead. This can be mixed into quite a thick, dry texture which will drybrush properly (some children's paints, such as liquid or tube poster paints, seem too 'slippery' to drybrush with).
And that's a basic foamcore technique. Read about specific projects such as the Ork fort, ruins and large tower to see models made using this method and to find out more about techniques like adding battle damage to walls and buildings.