For your thin foam sheet needs, I suggest you order from http://www.mattonbutiken.se/ - especially if you happen to be (or know) a student, they have great student discounts.
I order most of my other materials from http://www.antenocitisworkshop.com/ in the UK.
I don't use much balsa wood, 80% of my wood usage is looted coffee stirring sticks from McDonalds or popsickle sticks. Balsa is too fragile for my tastes, I prefer pine wood. I think. Pine = Furu, right?