Polymer Clay ad nauseum

Polymer clay is actually a misnomer.  It contains no clay.  This is actually a plastic putty that remains pliable until baked (I recommend buying a cheap glass baking dish to reserve for this purpose).  It's called clay because the target market is middle aged women that would otherwise do macrame.  This is only the stuff I've used, there's also stuff to make bendy figs like gumby (Sculpey superflex) and even translucent and stone textured stuff available.

Sculpey is the first polyclay that I used.  It is very easy to knead and work, having a consistency similar to Play-Doh.  It's also dirt cheap as moldable compunds go - the box at left retails for about $10US.  The bad news is that as it warms up (not a problem if you are a reptile or other ectotherm), it tends to get sticky and a tad "squishy".  It requires an armature to hold the most basic shape, but holds fine detail extremely well.  This makes it good for making impressions or copies from molds.  It bakes into something about the same strength and density as hardened plaster.  Oddly, it has a weird reaction to spray sealers, even through paint, making the sealer permanently tacky.  Use a brush-on PVA or polyurethane sealer.

Super Sculpey:  This stuff isn't really distinguishable from sculpey, except that it feels slightly greasy, smells kinda funny, cures into something more reminiscent of plastic (cheap, brittle plastic), and costs twice as much.  That and it comes in a slightly creepy translucent color that's reminiscent of caucasian flesh tones.

Sculpey Premo:  The sculpey website claims that this is easy to work with no crumbling.  Yeah, right.  And a robot is "your plastic pal who's fun to be with".  This is the only polyclay that I've encountered that actually is crumbly.  Even the lying dirtbags in the sculpey marketing department admit that it's best to run this stuff through an industrial pasta maker to make it workable.  The good news is that you can really improve your grip strength and get lots of practice with steel sculpting tools (it actually cuts instead of smooshing) when  you do use it.  This cures into a rubbery vinyl substance not unlike the material used for WizKids Clix figures.

FIMO: This is a great deal softer than Premo, but still firm enough to cut easily.  It can be a little sticky.  Rackham (who cast in resin and therefore don't need to vulcanize their molds) allegedly made some of their masters out of this.  It also cures into a flexible vinyl kind of stuff.

Kato: This is my favorite, even if it does smell like band-aids.  It's between FIMO and Premo in consistency, has identical curing requirements and properties,  and is a good deal cheaper.  It also comes in BRIGHT colors for when you get tired of working in white and green (FIMO and Premo also available in numerous, more subdued shades - but only in the small packets) .  If you're going to paint it anyway, you might as well work in bright purple.