Now that you have some great looking scenery, what do you do with it? Well, play with it of course! But getting a great looking table set up is not always that easy. Planning in advance for flexibility is critical, even before you start building anything. How you base your scenery has a long term effect on the usefulness of that scenery...
How you set up depends most on whether you mounted your scenery on a base or not. If you based your scenery, you want a table that matches. For example, for my Gorka Morka scenery, I used press board for bases and covered them with sand, painting them with desert colors. I have painted one side of my table with desert colors to match the scenery. The end result is quite a natural looking setup, but it means that I can't really use much of my Gorka Morka scenery in non-desert games. Green Flocking is even worse, especially if you play any Necromunda! By painting the bases in neutral colors like brown and grey, they are more flexible and fit into a wider range of board types, but won't look quite as sharp. Generally I avoid using bases whenever possible, so I can put my buildings down in almost any environment. I can always use barricades to fill out the areas around a building if it has no base.
If you plan to run a lot of Urban games, I recommend developing a Sidewalk system (I use this for most of my scenery, especially in Necromunda games). I have a whole bunch of "blocks" of foam core, painted grey, and nicely edged to look like sidewalk. The table I set up on is painted flat black. To set up, I place the sidewalk blocks down on the black table, forming streets in between them. Then I place my buildings (which do not have bases of their own) on the sidewalks, and presto, instant city scene! Although making the sidewalks is tedious, and it's a bit harder making buildings without bases, the flexibility is worth it.
Since I play Gorka Morka, Necromunda, Chaos, Imperial, and even Eldar campaigns, I need a wide variety of scenery to call upon for games. Some clever planning will allow you to use a lot of your scenery in more than one place! For example, Gorka Morka scenery can consist mostly of wrecked spacecraft, which can double as run down underhive scenery in a necromunda game. Forts and towers for Orks, if made fairly generic, can easily double as Chaos fortresses (especially if they are particularly spiky). Speaking of detail, Skulls seem to be universal for everyone but Eldar. For Chaos games, Tzeentch and Slaanesh can easily make use of Eldar scenery. Nurgle and Orks have some parallells too- I have a medieval looking tower that is very ork looking on one side, and has a Nurgle look to it on the other! The least flexible style of scenery is, of course, Imperial. However, so much of the 40K universe revolves around the Imperium, it never hurts to have a bunch of it around for those Chaos Invasions, Necromunda games, and of course Imperial defense against Tyranids, rebellions, and other unspeakable conflicts.
Probably the most useful scenery you can have for flexibility is small clumps of cover known as Barricades. Any obstacle that can give a model hard cover can be hastily thrown into a street to form a primitive but effective defense. I usually glue several small objects together in a line or half circle and paint them up nicely, to save time (hand placing individual oil drums can drive anyone mad). Barricades look great in almost any game too (except perhaps an Eldar Craftworld). Barricades are great for filling in the blank spots between your larger scenery, perfect for close in fighting (and who doesn't love a good old fashioned Street War?). Building barricades is easy and cheap. Toy cars, when suitably wrecked up, are a classic barricade material. Tire stacks (toy cars again), Oil drums, and crates are common, and if arranged in a useful manner, make good barricades. I like to make my barricades more interesting by adding hunks of twisted I-beam, wire mesh, car doors, bicycles, mailboxes, street lights, wooden pallets, rocks, cans, and anything else I have lying around that is about the right scale!
Elevated scenery includes things like multi-story buildings, elevated roadways, catwalks, gantries, stairways, and anything else that gets games off the ground (see Gangways for examples). The hardest part of elevated scenery is setting it up so that it looks good. You'll find yourself adjusting entire city blocks just to get the gangways to fit properly. Two things help a lot here- one is to have a wide variety of lengths on your catwalks. The other is to build a couple "mini" towers that can be used as terminals or connectors for catwalks, or used to bridge small gaps. I strongly recommend using lots of catwalks, towers, and multi-story buildings- despite the hassle, they really make a game 3-dimentional and interesting!
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