As tools you should, besides a printer and paper, most of all have the following things:
Strong cardboard (ask at your local printshop, they'll usually have something like this left as waste), a cutter, meaning a tinker knife (from the local homeworker's market), a steel ruler (plastic rulers will be turned into fine plastic chips by the cutter), as well as area-applicable glue.
Before setting about cutting something, all edges to be folded later (e.g. in doors and token feet) should be very lightly pre-creased with the cutter and ruler. Don't cut it, simply draw across with slight pressure. The paper's surface is broken up there, automatically creating a straight, clean creasing edge when folding it later.
Under the token's feet, a 1-, 2- or 5-cent-piece fits perfectly. Well, and you never know where to put all your small change anyway. With a blob of glue, this way you get relatively steady tokens (which will be blown away by the wind else).
You may also want to take a look at some fine plastic figures.
Map parts are spread with glue on all of the back side, and then stuck to stiff cardboard. Then it all has to dry soundly first (don't try to cut the stuff in wet condition, it will just tear). Afterwards, at least with the rooms you can cut everything into strips from which then in turn to cut out the rooms. In this, you should always cut along the white lines.
The cutter, the unknown creature:
If you're not awash in money, you bought a disposable cutter with plastic housing. If it ever seems dull to you, simply break off the most forward part of the blade. How (and I'm not telling this for fun, but because many people give me a wide-eyed look when I do this)? For this, you use the slot in the cutter's cap, which you simply put over the blade, then press.