I know what you’re going to say. You are planning on buying and painting the Warhammer Battle Board, and you are going to fill it with lots and lots of painted GW buildings from the big city boxes. Don’t let me stop you; those battle boards and city sets are really cool and well detailed, and they look great all assembled, painted, and crowded onto the battle board.
In truth, though, most 40K players have a hard enough time finishing their own armies (and keeping up with the demand of new codexes) to start a major terrain project. Also, with the price of models going up with shocking regularity, a lot of 40K gamers might not have the hundreds (maybe even thousands?) of dollars to fill a Battle Board with GW buildings.
First, get a black felt cloth that is a foot or so longer and wider than your gaming table. Lightly spray this cloth with gray paint in an irregular pattern, varying the intensity and distance of the paint so that the cloth has a mottled look to it.
While this is drying, go to the Homebase/Home Depot/Lowes near you, and find the electrical aisle. Find some plastic electrical boxes that look like they would make cool-looking buildings, and buy them.
This is an aisle where you can also buy some cool doodads that might look good on top of some of your buildings, like some winged wire connectors or terminals.
Also, get the cheapest flat black spray paint you can find in the paint section.
Spray the buildings flat black, and when they are dry do a somewhat heavy drybrush with a very dark gray followed by a light dry brush with a slightly lighter gray. This should give the buildings some texture, and it should bring out some of the details.
I try to paint some little details that will make these boxes seem more like buildings. I like to number some with very small writing, paint some graffiti on others around the bases, and use some of the doodads and my bits box to sci-fi them up a little bit.
Finally, buy some tool box drawer liner and cut a piece wide enough for a road across your table. Distress this road with sandpaper to make it look used.
Arrange these around on your black ground cloth, and the result is a usable cityscape that you can finish in just one or two sessions of painting and modifying.