To be honest, I don't like the idea of popcicle sticks. They are pretty thin so they would rot/decompose rathe quickly. Besides, you don't really need to have a base for a cave.
What about cutting a terra cotta pot in alf and using both halves as caves? I used a hacksaw with a masonry blade to cut it in half. If you can gain access to a grinder, putting a masonry blade on it would allow you to complete it within a few minutes. Otherwise, the hacksaw would take you about 30-60 minutes to complete.
Either way you cut it, it works GREAT!
Here's a pic of it:
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Then theres the PVC route. You only need a section of 6 inch diameter PVC pipe, aquarium sealant, gravel and some workspace.
The PVC needs to be cut right down the middle so that you have a section that is going to be large enough for your fish to pass through it. Then, smear aquarium sealant all over the surface and stick gravel to it so that you cannot see any of the whiteness of the pipe.
I stress that you do this in an area that is well ventilated and covered with contruction paper or dropcloth. You definitely don't want the aquarium sealant to get stuck to anything nice or important.
I hope this helps you some.