Ok, so this is definitely essential!
However, there are lots of different types of clay and it helps to know a bit about them.
Fimo is one of the best known, partly because it's been around for 30-40 years, and partly because they seem to have little stands of Fimo blocks in every Hobbycraft and craft shop you go into. It’s the one most kids in the UK have had a play with.
Actually despite its ubiquity, Fimo these days is good. Really good. The latest incarnation is Fimo Professional which seems to be an improvement on both of the old formulations - Fimo Classic (very stiff, often depressingly crumbly, but - once conditioned - great for precise detailed work like caning). Fimo Soft was marketed for kids and anyone who didn’t like stiff clay (so it’s squidgy, also sometimes depressingly crumbly, and a bit smeary and not much good for anything with any fine detail). Strangely the two formulations came in totally different sets of colours.
Because polymer has taken off in a big way in the USA and parts of Eastern Europe there are now many brands of clay available, each with their own distinct characteristics.
I have largely stuck with Fimo Professional because A) I like making canes and it’s very good for that, and b) because it’s what I started with.
However, I have also tried Kato Clay and their mica clays (gold and silver) are great. It’s a strange mixture of stiff and floppy – if you warm it up and work it, the clay will feel incredibly floppy and stretchy, but for the purposes of caning its quite a stiff clay. It also demands a slightly higher curing temperature than Fimo which is worth bearing in mind if you’re mixing the two – Kato won’t cure at Fimo temperatures. Fimo can cope with Kato temperatures, but your whites will yellow if you don’t cover your piece with foil.
The other thing many people don’t like about Kato is the smell. It has quite a strong plastic smell – a bit like sniffing the inside of a PVC beachball. Some people hate it, others actually like the smell, and I’m sort of in between. But the fact that the finished product sometimes retains some of that smell is enough to put some people off. Which is a shame as the clay is great!
The other one worth contemplating for specific purposes is Pardo. I’ve only tried their translucent which is reputed to be the best (ie most translucent!) – and this is a big achievement as both Kato and Fimo make translucent which isn’t much cop. The downside of Pardo is that it has a rather unfriendly texture – a bit waxy and incredibly stiff and slow to warm up – which makes it a bit offputting to use. However, if you’re looking to model a wine glass from polymer clay, that’s the one to use.
You can buy clay from big craft stores but you’re likely to A) pay way too much for it, B) only have access to the fiddly little packages rather than the 350g versions and C) you really don’t know how long it’s been sitting on their shelves.
And here I must say I’m sorry to report that clay does ‘go off’. Even in unopened packages in a dark cool place. It doesn’t go off completely unless it’s exposed to high temperatures which start the curing process. Which, lets face it, is quite unlikely in Britain. But it does sort of ‘seize up’ and go rock hard. If you pick up a pack of clay and it is totally unresponsive to a firm squeeze, you should give it a wide berth. New clay will deform smoothly and willingly if you press it between finger and thumb, and that’s what you want when you take it out of the packet to start the conditioning process.
If you buy that rock hard clay, when you get it out of the packet and start on it with a rolling pin, what will happen is that big sections of the clay will shatter and shear off, rather than changing shape. You will eventually end up with what looks like a pile of crumbled rock on your worksurface, and by then you will know that your clay is old and crap.
The good news is that in almost all cases, it can be rescued. The bad news is that it is very , very hard work, takes a long time and a lot of elbow grease and the finished sheet of clay will always be a bit temperamental and crumbly, given the opportunity.