There are a few ways you can set up your stones, but the easiest way I've found so far is to use a tomato stake. Drive it into the ground where you want your stone displayed, and the use a few strips of duct tape to secure it to the back of the headstone (this is one reason not to paint the back of the foam board -- duct tape won't stick to painted foam). To add stability, shoot a few staples through the duct tape strips as well.
Another method you can use is to cut pieces of wire about 18" long from a wire coat hanger. Stick the ends of two or three of them into the bottom of the foam headstone, and the other ends into the ground. This works well enough on shorter, horizontally oriented stones, but on taller ones they tend to flop around during a good wind.
If you store these inside during the non-Samhain season, you can literally use them for years, just touching up the black paint occasionally when it gets weathered.