Rocks, rocks and more rocks. Go to your local landscape supply and they'll have a ton of different kinds for pennies on the pound. Don't go to your LFS which sells rock for $4-5 per pound.
In my mbuna tanks, I use Texas holey rock in one and slate in the other. What your trying to do is create zones, caves and cracks. I don't make large caves as my fish tend to slip into cracks/crevices all around the set up. I also try to stack rocks over three quarters of the tank minimum with some hitting the waters surface. Be careful when stacking rocks for the fear of them falling and cracking your tank. Whenever I set up a mbuna tank I place egg crate on the glass, then stack the rocks, and the pour the sand. This gives a stable footing.