So I've seen a lot of posts lately about masks, head pieces, accessories and props. I can only guess there will be more coming up as we get closer to Halloween. I hope I can offer some good advice for those seeking to use clay for props and costumes.
For head pieces, long items and items that require strong support (large masks, horns, antlers, weapons like swords and guns, pieces that extend from your body more than 6 inches,etc ) I would highly recommend using foam entirely or foam clay. Large and extra long pieces still might require a stronger base or structure underneath, even if made from foam, but usually they hold their shape pretty well. I have used wire beneath my own foam cosplay to support the shape I want them to hold.
Foam is not the cheapest option, I'll admit, but i started off using craft foam sheets from the dollar store and my hair dryer to warm them to shape and mold! You can also use yoga mats, gyms mats, and child play mats for thicker pieces like armor or helmets and masks! All of which I have also used!
In addition, foam clay can be used to add details to the base of your props/ costumes. It can still be sanded and finished much the same. I used foam clay to fill the cracks and seams of my foam masks as well as details in the gums of my chainsaw man helmet. Though I've seen it be used to create textures like wood grain, vines, and small floral details. I've seen it also used for gory details like veins, blood vessels and viscera!
For smaller more detailed pieces like costume jewelry, buttons, charms, tiny pieces, air dry and even polymer clay would be more suitable. I've seen people make earrings, broaches, necklace and bracelet charms, jewels, and tiny decorations that can usually be added onto their existing props/costumes. Think of hanging charms on staffs and swords, and even gun charms too! Air dry clay can hold very good detail in small pieces and can be beautifully sanded to a smooth finish. These pieces can be finished with acrylic pain, UV resin to give them gloss, or even spray painted. Similarly 2 part epoxy sculpt or clay can work much like other air dry clays if your looking for an incredibly smooth finish.
I would recommend only using these kinds of clays for smaller detail work. Large or thick props/costumes will have a high chance of cracking and breaking and nothing is more disappointing than losing your hard work. These types of clays are more for suitable for sculpting decorative pieces that will not see much action or have to support much weight or movement. (Ex. Statues, sculpts, figures, etc)
I hope this was even a little helpful to those who may be working on your costumes right now! If you have any questions or looking for alternative materials I'd be happy to help! I'm not here to say foam is the only option, its just a more sturdier option. There's other materials such as cardboard, plastic, paper mache/paper crafting! Its not about the materials you use, it's about knowing how to use them so that your costume holds up! Happy Halloween all!