Toposolitario has a tutorial on making a futuristic bunker out of spare miniatures bases.
Modeling
Making Plasticard Movement Trays
The Tabletop Terrain site has a little, but useful article on making movement trays for your figures. This is particularly useful for games like Warhammer Ancients and the new Lord of the Rings big battle game, where large numbers of individual figures are maneuvered about.
Elven Autumn House
Terragenesis has an illustrated article on the construction of a beautiful elven house for 28mm gaming.
Making Wooden Crates
Terragenesis has a good illustrated article on making wooden crates for 25mm / 28mm gaming.
Making Miniatures With Shrinky Dinks
Make magazine (I subscribe — it’s one of the coolest magazines ever) has a blog post on making miniatures out of Shrinky Dinks.