To create a metropolis that would make Marinetti and his 1920s Futurists proud, all you need is a lot of polystyrene foam and a window-shaped hot metal branding mark. Here comes "The City, The Crowd, The Machine" of old avant-garde dreams in 28mm scale.
War [is] the world's only hygiene — Filippo Tommaso Marinetti, 1909
Nowadays we tend to look at Warhammer 40k cities through steampunk's welding goggles. However their distinctive style comes from real world fascist Futurism that was all about: energy, speed, vehicles, fearlessness, militarism, crowds, electricity, factories and constructions of all kinds.
Both the Imperial Eagle and Adeptus Mechanicus' gears and sculls very closely resemble symbols of actual bureaucracies of Hitler's III Reich to the point I'm surprised Warhammer 40k is not forbidden in Germany where displaying those symbols is penalised.
Now, although we strive for Futurism more than steampunk, we will still need our welding goggles nevertheless as our glorious city will be borne of fire and metal, like the Moloch machine of Fritz Lang's "Metropolis".
You may pass on a crucible however — a candle will suffice.
I used a scaled-up map of an interesting intersection in my home town (see the picture). With Google Maps your options are limitless. Scale the plans to the point where the largest tanks that your gaming group uses may squeeze through the widest of the streets but will still block traffic if immobilised.
You may also use my plans PDF for a 48" by 48" board.
As for the boards themselves you have two options: standalone gaming board tiles like the ones Games Workshop manufactures or thinner ones to be used as just terrain bases and placed upon other surfaces.
To make sidewalks/pavements and other non-traffic-lane areas I sticked small paper square tiles to the boards. It takes some time but is not as arduous as one might expect and gives a great effect when painted.
To model traffic lanes I recommend using textured paste and one of the methods I tested.
Now the key element of this process: cut and file a sheet of metal or foil to the shape of a gothic window. Fix it to a metal rod.
Heat the branding mark over a candle or oven and press against the walls. You will notice how easy it melts the foam creating rows and rows of gothic windows.
As normal for Sci-fi projects like bunkers.
For a final touch create a set of simple signs with grimdark street names. Just use a graphic program or a word processor, printed the signs and glue them to the buildings.