This post is primarily about the fact I bought a light box a week ago and I'm quite amazed at the difference a proper backdrop and diffused lighting can make. No more sharp shadows or harsh light.
There are a large range of light boxes on the market and the price range varies greatly. I didn't want to spend too much money on something I could literally make out of scraps I had lying around but I also didn't want to cheap out to the point where it would effect the quality of picture I was trying to produce.
Decisiveness is not a virtue I possess (just ask my wife!) but I finally settled on a happy medium between price and quality. I ordered this package from eBay. It came with a 16" Velcro foldable light box (not so small that I could only fit one model in, but large enough that I could fit a small army, squad or a even a wayfaring cat (the latter being the only one to have been tested so far - grudgingly I might add). It also comes with 4 different colour cloth back drops - these could be replaced for any backdrop of your choice but the white does help reflect the light. There is also a camera tripod and 4(!) 50w haloid lamps, just as a word of warning, these get hot very quickly (trust me!) and I think I will replace them at some point for brighter bulbs as they aren't quite doing it for me.
For the price I paid, I'm very happy with the results and whether you build or buy, I highly recommend acquiring your own light box. You just aren't doing justice to your painting skills without one, so go ahead and spend that hour on a Saturday making your own and shopping around for one you like. Trust me, you will be glad you did!