If you don't like Creative Paperclay, then if you want to be able to create fine detail, etc, the two "best" air-dry clays would be bread clay and cold porcelain. Those are not the best for large items though usually.
Cold porcelain can be made at home but it's really tricky to get right so I'd recommend buying it instead. It's a somewhat translucent clay made primarily with cornstarch and white glue, and will be flexible after drying.
Bread clay is made at home. It will be opaque and not flexible after drying. Salt dough clay would be fine too but won't do *quite* as fine detail.
(All air-dry clays will require sealing after drying though and they will shrink to some degree, etc, unlike polymer clays:
https://answersrip.com/question/index?qid=20110507004411AAmELzg
http://glassattic.com/polymer/contents.htm (scroll all the way down)
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