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The two options I find work best:

1) Sand, as has already been mentioned. I like painting a fairly thick layer of PVA glue (Defintely no more than 50/50 mix with water, sometimes I use straight PVA). There two problems though - first, if you're not careful, the sand gets EVERYWHERE. That means it's probably best to do all your detail work AFTER you do your texture. Second, you need to coat the sand after it dries from the first application. Sometimes I use a watered down PVA mixture, sometimes I use a latex house paint. You end up with an extremely durable, good looking texture, but you need to plan on 2 days of dry time (seriously, you don't want to rush it or it clumps up and does ugly things).

2) Use drywall compound and skim-coat the foam. I've had a lot of luck with this - it gives a nice concrete or adobe look (depending on how you paint it). It's durable, easy to do, cheap, and fast. Again, you're looking at a solid 24 hour dry time, but it does give a nice result.

This is an example of both techniques - please ignore the crudeness of the other stuff, it's one of my first pieces. It does show you the texture though. The building got the drywall compound treatment, the ground got the sand treatment (although with the flock over it, it's a bit tougher to see).