First, polymer clay is "more durable" than any of the air-dry clays because it's basically plastic--that is, IF you don't underbake the clay, do thoroughly condition, and don't use certain lines of polymer clay when the clay will be thin after baking...in those circumstances, even polymer clay can be less "durable" but you'd have a hard time breaking it if not. Pieces can break off if they weren't properly joined though of course.
When polymer clay hardens, it does it by the chemical reaction of "polymerization" with heat, which means that the ingredients join together into long chains on a molecular level--which is what makes plastics strong, and especially the kind of plastic that polymer clay is.
As for which kind of clay is "more effective," that depends entirely on what you want to do with your clay.
There are many things that polymer clay can do that no air-dry clay can do**, it's easier to work with once its properly conditioned than air-dry clay, and it will create greater finer detail (if you need detail) because of its handling characteristics and also because it won't begin hardening at all while working (it's oil-based rather than water-based like air-dry clays).
As for extra "steps," here are some step and time differences between polymer clays and air-dry clays:
....polymer clays need to be conditioned; air-dry clays less so
....air-dry clays don't often come in colors so they must be colored when raw, or must be painted after hardening
....air-dry clays will take a long time to dry naturally (which is the best way to harden them); polymer clays can be hardened in 20 minutes or so though that requires preheating an oven
....air-dry clays must be sealed if not painted with a permanent paint (and the sealer/paint must be dried); polymer clays don't need sealing and are naturally waterproof (they can be painted if desired though)
There are other differences between them including their strength, weight, finesse, etc, after hardening in my previous answer here:
https://answersrip.com/question/index?qid=20100606134234AAlJaN0
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