Depending on the requirements, I use plumber’s epoxy, Kneadatite, MagicSculpt and Super Sculpey.
Plumber’s epoxy is fairly rough stuff. It’s not easy to sculpt small details with it. Plus, it’s fairly sticky and cures in about five minutes. I use it to fill in large holes.
My primary sculpting medium is Magic Sculpt. There’s not much it can’t do, and solves a lot of problems. It can take small detail well, and can easily be sanded. I go through a lot of this stuff!
I don’t use Kneadatite much anymore. Plumber’s epoxy is cheaper and fills in large ares, and Magic Sculpt is better for detail work. Still, if ever I need to craft a large, plastic-like piece, Kneadatite might be the way to go.
I’ll use Super Sculpey sparingly. It’s great for projects that will take a great deal of time (i.e. you can set it down and come back to it days later). My Mxyzptlk was made entirely from Super Sculpey (except the hat). If I’m in a hurry, and feel the fragile nature of Super Sculpey won’t be a risk, I’ll use Super Sculpey on a project and boil it, rather than waiting four hours for Kneadatite to completely cure. (See the work in progress photos of Firefly to see Super Sculpey and Kneadatite used on the same figure.) Again, I do this sparingly.