Agree... Pink, Blue or Green from your favorite Box Store. You can also use the thinner dollar store foam board to make smaller structures that need to be flexible. I made a small brick retaining wall. And save all of your scrap. Glue them together, hack the heck out of it and make a mountain.
Have Fun!
Ron
My current unfinished tunnel portal.
The thin foam also works great for making buildings. I left the paper on this foam and used a hobby knife to simulate the brick pattern.