There are several good books on making terrain. The
GW one is pretty good.
Foamcore board is good stuff for making walls and flat roofs.
You can also make a lot of terrain pieces out of household objects...
Dome is made from a Japanese soup bowl. The other piece is a shampoo container.
In
40K an building counts as a vehicle. The rules are very simplistic and could benefit from expansion for real city fighting.
For example, buildings are far more resistant to damage than vehicles and should be harder to destroy. Your idea of attacking each separate level is a good example.
Automatically Appended Next Post: You can do that through house rules.