I'd recommend the pink sculpey or the gray, but not the white or terra cotta stuff. (Well, I've not worked with the terra cotta to be completely fair.) The white kind is far too soft and doesn't hold its form well. I don't use the pink anymore since it's somewhat translucent and makes it difficult to gauge forms, but I've made several sculptures just fine with it.
Good to know. You have no idea how much it helps having someone explain this to you, sculpting is a bigger and more complicated world than I thought lol. One day you'll have the dubious honour of being credited on the first sculpture I post that is a recognizable form.