(1) Put a few pebbles (or a bit of rice) at the bottom of a paper bag. (To give weight to the bottom of the bag.)
(2) Loosely stuff paper bags with crumpled up tissue paper.
(3) Attach doors, windows, and awnings.
We made ours with doors (etc) supplied by High Five magazine. (Excellent magazine, by the way.)
However, I think it would be just as fun, if not more fun, to create your own doors and accessories. Use cardstock.