10 foot truss system: - about $100
link: www.samedaymusic.com

section of colorful fabric or sheets from walmart as the background
U Bolts - plywood - paint

(this idea is illustrated using product pictures from websites.
I have not actually constructed this, I just thought it would be a neat idea.
so forgive the crude melting of pictures together.)

a collapsible backdrop could be built using a standard lighting-stand system and some kids play tunnels.

the neat part is the play tunnel is mounted (Stable gun or less-crude manner)
sandwiched between 2 boards and then can be stretched up like an accordion
and back down for tear down.

get a cool fabric material to background the back half of the board.
thumb tacks if you don’t have to tear it down...
velcro strips mounted on the board and cloth if you do have to tear it down

pros: big 3d wall, small storage, quick setup, expandable concept, the tunnels are made for kids so they should be pretty durable for the set-up and tear-down factor

random thoughts:

-try to get alternating colors

-change the background fabric per theme or for quarterly variation

-you could backlight the fabric background to make it glow.

-tunnels come in many styles, even Camo, so pick one that fits your theme:
http://www.pacificplaytents.com/PPT_tunnels.html

-build 2 and put on either side of a central set element like a video screen.
(angle toward the kids a little for more depth)

-angle them back and use them as wings on a larger set to keep people from seeing behind the set.

-you could border the front edge of the top and bottom board with tubing or pool foamies..
just cut a line down the tube to make a channel that can be wrapped around the board
glue if needed with Liquid Nail adhesive

-you still have a sturdy lighting stand that you can mount lights ... Kids ministry logo sign... and gadgets onto...
so many ideas could be built off this frame so use your imagination.

-mount 95 watt flood lights in the center of the tubes(on the bottom board)
to light them up.
(this would make setup and tear down longer and SHOULD be monitored
to make sure it isn’t a fire hazard) : )

-if you put lights in it, then a 4 channel chaser controller like the 133-CHASE-4 could really jazz it up: http://www.cheaplights.com/catalog/01_info.php?sec=133