Make magazine (I subscribe — it’s one of the coolest magazines ever) has a blog post on making miniatures out of Shrinky Dinks.
modeling
Making A Rustic Village
Terrain Thralls has an instructive illustrated article on building a rustic village of little round huts.
Building Miniature Wargaming Trench Scenery
Ironhands has a nice photo tutorial on building a trench system for your miniature wargames.
Rivers For Your Wargames
Iron Hands has a nice illustrated article on his efforts to create a river for a Mordheim tabletop. It’s really neat looking, with a detail density that’s only found in the best of the Games Workshop illustrations.
Building A Thunderhawk Gunship Model
Ironhands has a tutorial on building a Games Workshop type Thunderhawk gunship from styrene and bits of toys. It’s a nice and imaginative scratchbuilding project.