You have soooo many ways you can go with caves. It all depends on how much time and effort you want to put into them.
You will need a dremal tool, with every attachment you can get your hands on. You can get kits for cheap at the hardware store (or walmart) that contain everything you will need. Also some aquarium safe silicone, and a lot of patience.
You can use
PVC pipe (white, not black, black is ABS, not PVC) pieces. Home depot has all sorts of different sized and shaped pieces that would work great. All you have to do, is shape your pvc to how you want it to look by carving in your entrances(if you want them to look different than it already looks), and any other holes you might want, cut some off the bottom so it will lay flat in the position you want it to be in, (or leave it the way it is, up to you) sand down all rough spots and give the entire exterior a good scuff with sand paper, cover in aquarium safe silicone, and shake it around in some sand, substrate, or silicone some lava stone on one at a time until the entire thing is covered. Make sure it is 100% covered the way you want it and allow to cure. Then let it soak in water for a few days, test the water to make sure nothing you used is going to spike your
pH, and place it in the tank.
If you want to go all out, you can try this out, just on a smaller scale:
http://www.duboisi.com/diy/BNdiygrotto/bndiygrotto.htm
So many options....lol
Just remember, no matter how hard it looks or sounds, you can make it work. Take your time, and do your research on your materials to ensure they are safe. You are just as capable as anyone else.
Have fun with your build heartsongsinger, I look forward to seeing some pictures of your finished project!!
Cheers!