You'll want closed ceel foam of different thicknesses. I'm not sure what thickness measurements they use - I'd guess standard would be 2MM. Keep in mind, the thinner stuff can be stacked to make thicker pieces. White is a good color as it can be colored with a magic marker. I use mostly black, green, and light brown. I tie almost all my terrestrials now with foam and love it. I would suggest that light use of Superglue will definitely help with your foam tying. Stronger thread helps too allowing you to cinch down the foam forcefully which makes for a more durable fly with better looking segments. If there isn't a craft store near you, you can mail order foam from a fly shop. The stuff they sell will be the closed cell variety. Foam sheets are, however, much cheaper at the craft shop. Check WalMart - often they have foam kids toys and hat brims which can easily be cut up for fly tying.
