Bronze works with the lost wax method. Haven't been able to do it myself yet.
Unless it's polymer what ever clay you get, modeling or air dry, get white so it won't turn anything else terra cotta or neon pink. Apoxie Sculpt is an exception. Don't cheap out either, go middle of the road or with a brand you've had success with before. I use a lot of this company's stuff
http://www.activaproducts.com/index.php mostly because I can find it.
Sculpting products I would swear by are Premiere clay, Apoxie Sculpt, Fimo brand polymer clay, Sculptamold, Rigid Wrap, and the wire mesh from the Rigid Wrap people. Most of my successful critters have been made from one or the other.