Billy, here's how I do them...
This stuff is great for stuff that requires more thickness than styrene sheets can provide...
http://www.signfoam.com/product.php?mode=sf3
I sent for a free sample kit from the manufacturer, still can't find any locally yet. The kit consists of three 8" x 8" x.750" boards in each of the three densities. You can request a sample kit online, came in a few days!
building a flare...first, a 2" holesaw used to get started...I used the most dense (18):
rough shaping to fit body curvature...
I left this thing big for as long as possible, to make it easier to handle!
razor saw cuts it like butter!
I used a coping saw to cut out the inner portion...
kinda fragile at this point & harder to shape, but not terribly so...
I think it's still a bit too big looking, but it's close. Hot primer has no affect on this stuff...multiple coats with sanding in between will be required to seal the open "cells" for a smooth surface.
All in all, this stuff opens up new possibilities. Very easy to cut, shape, carve, whatever you need! Now to find a local supplier that carries thinner sheets & will sell scraps!