You can use the tiles that you print out as is or you can mount them if you want a more durable tile. I like to use foamcore. It's cheap and easy to cut. The only real tools that you will need are a straight edge of some kind and a razor/x-acto type knife (be careful!) I cut on a special cutting mat, but you can lay down layers of thick cardboard if you don't have a mat. Just make sure not to ruin Mom's dining room table! I am not an expert at the process, but even my tiles look pretty decent:
One other thing that you can do to touch up you tiles is to edge them with a black marker. I think it really makes the tiles look more finished. Finally, if your tiles slide around too much on the tabletop, you can stick toothpicks in the foamcore and push the tiles together. It's easy to remove the toothpicks when you are done playing.
So, consider printing your own tiles if you want a cheap way to build those dungeons in 2009!