My main material is sheets of plastic (Evergreen do them in various thickness). I use anything between .05 tp .80 thou. Evergreen rods, strips,.. are of a great help, but it's mostly a time-saving thing. My next main thing is Milliput (two-part epoxy putty) that helps me getting rounded, compound shapes. All this would be useless without tools and glues of course, and again, I use some tools such as the minidrill that saves up a lot of time, but really most of what I have is very basic such as knives, files, sand paper, liquid glue, super glue and accelerator. Check out my website to see some of the masters I produced recently (see in my profile for the link). I'd like to add that reference is of the upmost importance!
Ask if you have very specific enquires!