So far I have used cardboard, foamcore, pink foam wood and wire and paper to make mockups. One of my instructors always told us to go get materials for exploratory prototypes out of the trash; cardboard, cups, bottles, etc. Some materials are better at informing your design as you start creating them, serving as a kind of formative feasibility investigation.
I recently grabbed “Prototyping and Modelmaking for Product Design” and found it to be a good collection of ideas for prototyping. I never knew that foamcore could look so nice!