I like air-dry clay. These are my favorites:
PaperClay – Light, dries fairly quickly, and you can change the consistency of it by wetting your hands. It is a lot like working in ceramics.
La Doll – Made in Japan. It’s a nice soft clay that is easy to work with.
La Doll Premier – Smooth and strong with a fine body. Softer than the original La Doll clay. Excellent for detailing.