First determine how long the wall will be, and set blocks at each end.
Next, determine how tall the wall will be, and raise each endblock one unit higher than that (max heighters, you're out of luck). This is so you always have something to run in to at the edge.
Finally, stand on the wall and run backwards, clicking with the appropriate timing. When you hit the edge pillar, jump up and build beneath you, turn around, and head back the other way. Enormous straight walls can be erected in no time using this method.
Get a key activated autoclicker.
Make a 2 block tall 'tower' then aim down at your feet.
Activate the autoclicker.
Move forwards, when you reach the far end of your wall, jump up twice to build another 2 block tall tower.
Then run back to the other end (still aiming at your feet).
This method is great for huge walls and you can build 2 tall sections in no time.
At a push and the right degree of aiming you can get 3 tall sections.
1. Place the bottom layer for your wall.
2. Go to one end of your wall, build up 3 blocks.
3. Look over the edge and place 3 blocks
4. Move forward onto the newly created wall section, place another 3.
5. Using good mouse skills you can surround entire maps with walls in minutes, alternatively you could create a macro.
(I did it using my mouse, you could do it faster with a script)
You can double your palette when making pixel art on the ground (as opposed to standing vertically). Place solid blocks (anything except glass or leaves) up in the sky to shade the blocks and get a darker hue.
This takes mere seconds. I think this will only work on certain servers.
Place a block at a bottom corner of the area you want walled.
Build a pillar to the opposite top corner of the area you want walled.
For a roof: /cuboid hollow (replaces roof and floor)
For no roof or floor replacement: /cuboid walls
Sorry if the whole "only works on certain servers" thing doesn't make this an inadequate tip.