Other than honey, bees make two other things, wax and propolis. These are their building materials.
Wax is used to make cells (see Frames for more details). There are two types of wax, capping wax, which is used to cap honey, and comb wax, which is used to build cells and cap brood. Capping wax is a light, buttery yellow, while comb wax is a bright, rich yellow when melted down and cleaned. Inside the hive comb wax starts out almost white and turns black as it gets used.
Propolis is a lesser known bee material. It is very sticky, orange-red in color, and inflammable. Bees like to cover most everything with this because it is inflammable. Think about it, bees are used to living in dead wood, which is highly flammable, and they make everything else out of wax, which is also highly flammable. It makes perfect sense why they try to cover everything in something not flammable. Propolis is used in some skin-care products and also can be used as a natural gum.