If you're building from scratch, or even mostly, you might want to try styrene sheets. (not styrene foam. regular styrene is not like foam.) It's what most scratch-builders use. It's pretty much plastic. It's more flexible than what most TFs are made from, but in thicker widths and assembled and glued into shapes it holds up well.
You see it being used even in big projects like Anemis's Metroplex.
Even if you're building something very organic, with non-linear curves, you can still use styrene as a base and then cover the surface with some kind of sculpting putty. (as long as it bonds properly. I suppose you'll have to experiment. hopefully there's some kind of data sheet for one of the two materials to warn you against toxic combinations. speaking of toxicity, sanding it, or even sawing it might be hazardous. I don't know where you'd find info on that. I guess start with
wikipedia. I'm not sure what kind of precautions you would have to take against it. My understanding is that regular dust masks are insufficient against many of the more harmful airborn particles, but I don't know what specifications you would need.)