I've tried a variety of different methods for making thatched roofs for my miniature wargames buildings. This one from Ryan Skow works well.
Matt Fritz has an article on how to keep the paint on plastic miniature wargaming figures.
If you are playing miniature wargames set in the Sudan, you've got to have a redoubt. Steve Winter has a very detailed explaination of how to build one.
Imagine Image offers the freeHex Command Ancients Rules for miniatures wargames. The hex system is supposed to simplify things and speed play. You can play without a hex board if you want.
Net Epic is a set of free wargames rules based on the old Games Workshop Second Edition Space Marine.