I used "Foam Core", available at Michaels and other typical craft stores, sometimes dollar stores (for a $1) or for the good stuff, go to an art store.
Any way a bit of handywork with a ruler, and Olfa knife and some hot glue and you get a SATURATED shelf of TFs.
Because they are hollow underneath, it's a great place to store boxes and/or accessories...
Here's a small one from my side-shelf up close, without TFs on it:
Foam core is about 0.25" thick, cuts beautifully and is available in white, black and all sorts of colors. The surfaces are paper, so it's more fragile than wood...but the cost is a fraction and no saws required!
I used hot glue to hold it together. In some cases I simply 'scored' one side of the foam core and bent it into a zig-zag shape.
Best of all it's light as a feather and sturdy too...