Hi! there are various brands and I tend to change them.
Personally I recommend Super Sculpey, or Super Sculpey firm. Occasionally I mix with Fimo soft, Premo or Sculpey superflex (for fragile parts). There's also Cernit and Prosculpt and some other brands basing on polymer, it really depends on what you want. Super sculpey/firm is great for detailed work, while Fimo has nice color and is softer, more durable. Sculpey comes cheap (but stinks in handling, I dont recommend its crumbly consistence). Hope this helps. Incase, tell me what you want to sculpt, I may be able to give you better hints then.