i got some pink foam from bauhaus. a bit thicker then 1cm around 2-3cm perhaps. its pretty good. it was in the pick your self warehouse. i think it was meant to be some kind of window isolation.
foamboard you can buy from akademibokhandeln if you find a big store. the one under the first hötorgskrapen (in sthlm) has some but a store in liljeholmsgallerian called Inspira has cheaper.
its mostly used by mordheim house builders and architects that make models before they build the real houses.
balsa i only found in Stockholm at Wentzels but its too expensive. http://www.wentzels.se/index.php?page=horis-om-wentzels
i think the stuff they use for model aeroplanes is to expensive.
so I am also looking for a good place to get cheap balsa...
oh the big popsicle sticks you can get in panduro are pretty good you can carve them a bit and make them more look like wood if you chop of the round ends. and split them with a sharp knife to make cheap flat timber for houses.