Any clay artists out there? What to start with?

I'm looking into starting to make some small little models with clay but was wondering what type of clay I should use to start and what the pros and cons are for each. I have been trying to google around but I seem to get nothing but conflicting information and figured if there were some folks on here that were into it they might be able to give me some suggestions on what to get.

I just want to start small and -obviously- spend as little money as I can on this for now. So I don't want to go buying some super expensive clay and a bunch of expensive tools. My end goal is to be able to make statues of stuff like the guy in the below video does, but obviously I will need to work my way up to it by starting with small things. Also I wouldn't have access to any kind of oven for hardening so some kind of clay that could harden and stay that way would be nifty. If such a thing exists.

i mod a buddy that streams sculpting on twitch and everytime someone asks this question here is our answer

feel free to stop by and watch his stream at anytime http://www.twitch.tv/cnotbusch

Terry's guide to sculpting - http://audiour.com/playlist/d11qjlx4 -- Basic Tutorial: http://bit.ly/LlM4xm; Sculpting Process: http://bit.ly/1ng3Pwt; Tools: http://bit.ly/1goaJ2h

Saw the vid ... the clay he is using is just regular ass clay that you can find in any art store , just dont by thos playskool or small tube things and you´ll be fine. About hardening clay what you are talking about is epoxy clay (which hardens when exposed to the air so you have to work a tad fast and isnt reuseable) , and let me tell you is sticky as hell and the end results arent that great either , because it is very hard to use , and once its dry it is it , stick to regular clay trust me. Also when clay modeling what matters most is the structure underneath , thats want grants stability to the ssculpture.

Also never melt the clay on the sun it gest very messy and I will tell you the dude´s oven is just a light bulb he uses it to soften the clay. It may not be nessesacry if you are gifted with the way too hot hands like me :P but in honest truth if you were to work on such a big sculpture yeah , softening the clay will save you time and a lot of effort.

Also when buying clay stick to one color ... there is no need for multicolor stuff really. Usually the more pro clay is either grey like in the vid or a red brownish one.

I haven't done any clay models in years, but when I did, I used this stuff a lot. Sculpey

It's relatively inexpensive, good for small projects, comes in tons of colours and they have versions that air dry as well as ones that use a regular home oven. Some are closer in texture to working with plasticine, so they're not necessarily the best stuff for large-scale projects, but work really well for testing out ideas.