This is going to be based a lot on your preference. The three I can recommend off the top of my head are Monster Maker's Clay, Chavant NSP Clay, and Sculpture House Prima Plastilina. These are all non-hardening and sulphur free, so you do not have to worry about them drying out on you or keeping them moist while you aren't working.
I do know some folks like WED or Waterbased clay but I will leave those with more experience in sculpting to comment on them.