Strong lightweight structures can be made in a number of ways, primarily a truss structure is employed, which the structure is usually composed of triangles built up into the desired shape, for example, k'nex, a power pylon or the frame of a Ducati motorcycle.
Another method is to use a monocoque design where the "skin" of the structure is used as a loadbearing component where everything is tension, thus removing the need to mount additional surfaces on the outside of the frame, examples are most mass produced cars, planes and formula 1 race cars.
The strength of these structures is primarily determined by two things.
The material or materials used ultimately determine the strength and weight of the structure, with autoclaved carbon fibre reinforced plastic(again F1 cars) being probably the in terms of stength and weight (until someone figures out how to use carbon nanotubes).
The way in which the structure is the way in which the joints are connected, it doesn't matter how much a truss can theoretically support if the bolts holding the joints together are made of a material that can only support a fraction of the weight. This is where monocoque design comes into its own as the entire structure is made out of one piece.
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