The 1.5mm stuff that Glenderg suggests is certainly excellent stuff but there are plenty of buildings made of cereal box card that have stood the test of time. The Malahide/Drumin Jct layout(which I currently have) was built 48 years ago with buildings made of cornflake card. It spent a lot of it's life in a converted attic but, more importantly, it spent 15 years in a shed with vines growing on it and they're still fine!
It is worth noting however, that several layers of card were used for each wall to improve strength.