Octuple compressed cobblestone and GT iridium reinforced stone & advanced hulls/blocks with a couple of fusion coils thrown in...
yeah- I'm kidding
any glass with connected textures (thaumic/XYcraft/TiC/Quartz) can work
quite well with obsidian if you like the industrial look
As for other materials- try using logs as well as planks, and track down some of the more unique trees (Darkwood looks awesome [natura nether tree]), as well as the fragments from the boneyard biomes you'll find down there.
Black is a fairly good colour for providing contrast to marble/glass/pale building stones. (seared stone/infernal brick/obsidian/black granite)
(can't find the screenie- but my old tank room was a RP smooth basalt floor, with XYglass on top- and the tanks on RC sandy brick)
Also you should probably check out the underground biomes mod