For the easiest method (I use this way most of the time) I use plaster bandages, the same as hospitals use for broken arms etc.
These can be sourced from hospital store rooms. I just went down to our local hospital stores & they were more than happy to sell a box of 24 rolls, about $40-$50 from memory.
First I make the general shape simply by screwing up newspaper & using the odd staple here & there to secure them, I also spray a bit of water (using the lost houseplant water spray bottle)on the newspaper to help it hold shape & help to bond a bit with the plaster cloth strips. Then I cut the plaster into foot long strips & use a chinese takeaway dish for the water & drag the strips through the water & place on the newspaper, overlaping the lenghs by a cm or so. Once a few pieces are placed in roughly the right place wet the fingers and rub until it is smooth, this works the plaster into the woven cloth & makes it stronger. If it looks a bit flat screw up smaller pieces of paper & put another piece of plaster cloth over & rub into the other plaster.
One overall layer should be enough, but if you want something you can stand on do 2 or more layers
This I find is a simple & not quite as messy as plaster of paris on chicken wire, which is another method that can also be used.
If anyone wants info on how to do tunnels please ask!