In this Tabletop Alchemy video, Ignatius talks about the extruded, moderately-expanded closed-cell polyvinyl chloride (PVC) material known as Sintra.
He argues that it is an underutilized material in hobby construction and thinks it should be given a closer look.
Years ago, I used Sintra in building miniature robots and loved working with it. It is easy to cut, glue, sand, drill, paint, etc. and is durable and flexible. The main drawback is that it is harder to find than foamcore and polystyrene.