Terragenesis offers a great photo tutorial for making medieval wargames buildings.
Germy offers a plethora of small scale print and play buildings. The buildings are in 2mm – 6mm scale, and would be perfect for micro armor, or for those Godzilla – Kaiiju games.
Lead Gardens has an illustrated tutorial on making a “classic” wargames building of the sort you see in old issue of The Courier, or in one of Charles Grant’s publications.
Dr. Merkury’s Lab offers some templates for making 28mm scale modern style buildings. Print them out, and then use them as guidelines to cut your walls from foam core.