I was bored tonight and decided to see what I could come up with on sf_skywalk. Here is what I wound up with:
Front:

Back:
Nothing extraordinary, I know, but I think its very practical and quick to assemble. It is just a standard 2x3 wall, bowed a little to maximize base space. The entrance is on the left there, using only one piece. Play with it a bit and you can make the end sticky and hard to get past, while the angle allows good coverage by your team. Along the floor, there are some planks that let soliders peek over the walls, and is also the way to get out of the base (jump off them). I'll talk about those pieces above the wall later in the post.
Entrance:

Nothing new here, just tried to use as few pieces as possible.
Ok, now we get to those pieces above the walls. By using such a flat angle like that, you can accomplish a lot, like:

Allowing typical coverage for soliders shooting over walls...

It also allows defenders to walk along it and easily take out engineers...

And it also makes rocket jumping significantly harder.
Well thats what I got. This leaves 16 pieces left over in league play to be spent on flag defense. I suck at flag d, that's why I didn't attempt any. Questions/comments/concerns?