I think you'll have to be a little more specific, as I'm not quite certain what problems you're having.
What it comes to groundwork, there are a plethora of items you can use. I won't go through all the commercial stuff, since there is a lot of it, but the favourite amongst everyone seems to be calluclay. I've never used it, so no comment.
However, there are much cheaper alternatives. I use actual earth. Get some earth from your backyard, dry it out throughly, and sift, so that no small rocks and pebbles are left in. Mix a 60/40 mixture of white glue and water, and make mud
Use this on your groundwork. WHen it dries, it will be hard, and you can paint freely (soaks up craploads of paint though)
More recently, I've also seen some very good results with papie mache.
As to anything other than groundwork, again, you have to be more specific what exactly you are looking for, and in which scale as well.
BTW, the warhammer and warhammer 40k dio sets are limited in quantity and scope, and are realy meant for wargaming, not any serious dios. Most of the stuff for that is scratchbuilt (I used to be heavy into WH).