Well, I finally found some lava rocks at Home Depot. You weren't kidding, Stitch--paid $5 for I think a five pound bag. There's enough lava rocks in there for me to make the whole asteroid belt between Mars and Jupiter...
Anyway, got home, opened the bag, and decided (being the lazy modeler that I am) that they looked fine without any painting. So I washed a few of them off, let them dry, then started drilling. My lovely wife was kind enough to hold the rocks for me while I drilled, to prevent them from skidding off the table. I then cut a few of the DW flight stands to different heights for mounting. Here is the end result:
There is enough natural color variation in the rocks without me having to paint anything. Overall, I'm pretty pleased with how they turned out. Stitch, thanks a ton for the idea to use lava rocks, I probably wouldn't have thought of that on my own.
Can't wait to use these in my next game!