I use Magic Scuplt exclusively. I love it.
Here's a basic step by step on how I use it.
http://www.promodelmaker.com/photo.html
Sculpey is available in the States, as is Super Sculpey. I know several who use it and they say that Super Sculpey is a far superior product for figure work. It requires baking however. That's the only drawback, though that is also a good thing as far as working time goes. You can heat cure epoxies like Magic Sculpt (I do all the time) but it will cure on it's own over a few hours.
Is that the moggle of Final Fantasy fame?