I have recently begun using Kato Polyclay. It is an oven-bakeable polymer clay, similar to the Sculpey products. It is about as firm as Super Sculpey Firm. I like the way it responds to my hands and tools better; it's less "crumby" than SS. It's also a bit less expensive, at least at Hobby Lobby.
I also really like Monster Clay. It's an oil-based modeling clay. Unfortunately, the only way to make a permanent piece from Monster Clay is to mold and cast it - a daunting process for most hobbyists! But if you want a material to use for non-permanent clay "sketching", you can't beat it. One of its best characteristics is its heat sensitivity; it's very soft when warm (in fact, you can melt and pour it like chocolate) and gets firmer as it cools. At room temperature it is comparable in firmness to Super Sculpey. If you want it firmer than that, just chill it in the refrigerator or freezer.