As well as shooting on numerous soundstages, this production invested in completely rebuilding all of the houses of Elm Street except one (the original To Kill A Mockingbird house). This was to accommodate the flexibility required by the production - the result is that the new houses on Elm Street were steel framed with no permanent internal walls, meaning that a crew could remove any internal set walls that got in the way of production.
The key house used by the production was the home of Bruce Banner. It had to accommodate a number of special effects sequences, including the destruction of the front of the house by the Hulk.

Interiors for the house were built on Stage 28. The underground lab was built on Stage 12. In addition, Stages 22 and 27 were also used.
Bruce Banner's childhood home was built on the dried base of the Falls Lake tank, with forced perspective tricks to create a seemingly endless desert environment (see photos below).

Links:

• IMDB entry
• Chad Frey (art department on The Hulk) Portfolio and download Newsletter (PDF)
• See also forthcoming 'The Incredible Hulk' (June 13 2008)