I don't make tons of models, but I use plasticine and polymer clay for the few I do. It depends on what you're using it for. If you are animating them, I think regular Van Aken Modeling Clay is good. If you want models that are a little stiffer and more durable, and can also be baked to harden, then Sculpey polymer clay is very nice and also comes in loads of colours. It is more expensive than Van Aken, though, and it takes longer to "work" it, or make it warm and soft enough to sculpt in your hands, and the packs are a lot smaller. You can get both in the US.