I like to use natural stones. In our case this means rounded boulders of all sizes taken from the heaps in farmers fields (with permission, of course). I am very selective of what I take and try to ensure at least one flat surface. The rounded shape can make for some construction difficulties but the soil/compost behind helps to hold them up.
The picture, taken from a presentation we are giving to a garden club next week, shows the construction of a raised bed doubling as a boundary wall under construction. You can see the stones clearly.