So now I've used polymer based clays such as "Sculpey" (my favorite), oil-based clays like, "Roma Plastilina" and "Chavant" clay, and awesome two part apoxie clays like "Magic Sculpt" and "Apoxie Sculpt", both very good clays.
It's also nice having the experience of learning about different interior forms to sculpt off of. I started out in college (and still do at home) using aluminum foil, a nice space filler, and it has no problem being in the oven. And the Scenic Shop has taught me about alternatives like carving urethane foam blocks (very dangerous, use a dust mask and tyvek suit!), using Hilti spray foam, and even using the expanding insulation foam stuff you can buy at Home Depot and Lowes!