In my fantasy roleplaying game sessions, I use mostly three kinds of terrain (gaming props used with miniatures, if you are not familiar with the term): As my main setting currently is Ptolus, which is an urban setting, I'm using City terrain (houses, marketplace items etc); the second type is tiled wall terrain (which can be used for built dungeons, interiors of buildings, cemetery walls, sometimes as exteriors of buildings too when I'm lazy or want to give better view of the area for my players) and, the last one cave terrains (which in addition to cave walls can act as hills, rocks, cliffs etc).
Cave terrains are quite easy and fun to create. I've written instructions about how to create them quite a while ago, which I'm sharing you here; I hope it's clear enough to read and understand - if you have any problems with it, please write a comment and ask for help.
If you want to make your dungeons more alive, you can always make details such as stalagmites (ones extruding from the ground), stalaktites (ones hanging from the roof), pools of water (I'll show you one later), giant spider webs (which I still have to make), collapsed walls, rubble on the ground... anything you can think of. If you really want to do some work, you can do ready components with ground and everything, with stairs or rising tunnels and elements to put under tiles to put some of them higher. And I can guarantee you'll be needing a few solid blocks of cave terrain, like the ones you can see in the upper image; they are just too handy and also look better than separate walls.
Read the instructions about making the terrain: Cave terrain building instructions