Art stores have the white styrofoam, which I have used in the past, but I bought a manual for making warhammer miniature dioramas, and they recommended the pink polyfoam that you can get at the hardware store. It seems to have a smoother finish, and may be a bit more durable, but they only carry it in giant sheets and it seems like it is harder to cut. You can also use a hot wire cutter to cut foam pretty easily, or use a woodburning tool to etch in shapes and details. It smells awful, but it cuts through like a hot knife through butter.