I might give it a try soon because I've been wanting to build custom dioramas at some point, but having never done that before, starting small with effects pieces might be good practice to work up to bigger projects.
So far for effect parts and bits I've pretty much been going the ebay route for stuff but shipping takes a while since a lot of it seems to come from China. That or I've just repurposed effects from other figures. A recent example is the Hasbro Lightning Collection White Ranger, which I wasn't thinking of getting but I saw it in-store and noticed it came with a blue effect piece that I don't remember seeing on the show itself. I immediately thought it'd work okay with Figuarts DBZ figures as a kamehameha charging effect, even though it's not quite as cool as the actual Bandai piece that came with one of their old Goku figures. Works okay with my Figuarts Gogeta I think,.