Clay
The first clay I ever bought was Roma Plastilina from Sculpture House. It is very smelly sulfur based clay that I would not recommend to anyone. Although the texture is decent, it dries up and cracks and smells horrible. And if you make the mistake of heating it, it really puts off fumes.
I have tried several more clays including clays from Chavant Le Beau Touché, which is a super nice clay. But the clay I like the best is a clay called J-Mac 225. It is fairly inexpensive, 225 has a consistency similar to Chavant but is less sticky so you can tool fine details easier and it sticks to your tools less. You buy it in 10lb. blocks from Amazon.com. J-Mac 220 is a fair amount harder and J-Mac 250 is quite a bit softer. I use 225 for everything and heat it up with a light bulb for rapid build up in the beginning and cool it off in a cooler, freezer or outside with cold weather to stiffen it up to accept detail better.