Some suggestions if I may:
1: B&Q sell 2'x4' MDF boards pre-cut. I use 9mm thick and they run at £5.50 each. You can get thicker and thinner MDF with corresponding price increase/decrease. Using three 2'x4' boards will give you more layout options too (for example, if you have a desert board, swapping one section out for a blue board would let you play beach-landing scenarios).
2: Forget using filler. In the UK, I've yet to find anything that will satisfy my perfectionist tendencies, and most filler gives the results you've seen with your boards and models. Filler = fail.
3: Instead of filler, maybe use Sandtex. It is an exterior grade textured paint meant for painting rendered buildings with, and it comes in a variety of colours. It also comes in a variety of texture grades and one or two coats over a new surface will give you a fully painted and textured board. Plus, the stuff is very flexible when dry.
It can be expensive though - be warned. I stick to white and then overpaint/overspray as white is cheap and my folks always have an open tin in the cellar (and so I fill up a small jar with the stuff whenever I go home
).
4: A cheaper option would be to use
Plasti-kote Stone Touch, £7 a can from B&Q. It is a textured spray paint that is also speckle-coloured. I prefer it to Sandtex for my tables because it doesn't dry as hard and so is less likely to scuff a model if one gets knocked over. It is also adheres well to most surfaces and is flexible.
For your grey table, you'd need "Manhattan Mist" colour (linked above) sprayed over either a dark grey or dark brown primed surface. One can will do 4'x'4 with light coverage. You will therefore need two cans I think.
5: If you paint some colour swatches onto a piece of white card (annotate them too!), you can buy tester pots of matte paint in a matching colour. These are pretty cheap (£2 for a tin that will do a 4'x'4 area twice if you're sparing) for painting boards and terrain with, and also let you match the bases of your models to the table very easily. Again, B&Q is where I got mine.
Following my suggestions above, your shopping list would look like this:
3nr 2'x4' 9mm MDF boards @
£5.50ea2nr 400ml cans of Plasti-kote Stone Touch Spray "Manhattan Mist" @
£7.00 ea1nr Tester pot of matte paint, Grey @
£2.00 eaTotal = £32.50That's a decent price for a good-looking 4'x6' board, and is very little effort to make; paint boards once, spray boards once, done!
I also do
not work for B&Q, I just happen to have a very large store near me which is very convenient. I daresay you could find the same products cheaper elsewhere if you searched.
Anyway, hope my rambling post helped you.
Argh, not the face! 
