I used 2" pink foam bought from my local Home Depot to do the structure of my mountains. This was a total guess on thickness, but proved to be sufficient in shaping. (I should say that I learned long ago from a club member to get the pink or blue foam, because the white stuff is just to coarse when shaping).
To anchor these shapes I'm using liquid nails. Drying time is a little longer, but once dry...things do NOT move.