Cheapsiders...

I've been pondering thrift in wargaming of late and have these notions to offer:

For smoke stacks and piping, consider black drinking straws. They come in three basic sizes — sipping, standard, and jumbo. The precise diameter of the latter depends largely on the manufacturer.

Sipping:
http://shop.newyorkbarstore.com/Items/pty-01-stir-black-2000?
2000 for $6.95.

Standard:
http://shop.newyorkbarstore.com/Items/PTY-04-STRAW-BLACK-700?
700 for $6.95 US.

Super, Jumbo, Mega...
http://www.westernplastics.net/index.php

And, while on the subject of "drinking accessories," prehistoric terrain can be supplemented with palm tree stirrers.

http://www.kegworks.com/product.php?productid=20830&cat=314&page=1
Pillars in temples and government buildings can be represented by wedding cake decorations. The resin bits that some companies offer are more or less the same design but usually quite a bit more expensive.

http://www.bakedeco.com/dept.asp?id=242

I have long thought that land mines can easily be simulated by spent hearing aid batteries. Of course, unless you have a device that uses them, collecting a good number of them may require a bit of resourceful thinking.

Simiarly, the flint wheel in disposable lighters is — in essence — a gear. Both the battery and gear can also be used to add detail to vehicles and robots.

And this last idea isn't mine (and, to be honest, I forget to whom it belongs) — but I have heard of someone using dried fruit and beans to add "nodules" and mounts to spacecraft models.