Advice wanted: Getting into making miniatures

Does anyone have any experience making miniatures? I'm looking to get started and there just seems to be an absolute overload of options for sculpting material: Sculpey, Milliput, Green Stuff, Scultamold... The list seemingly goes on and on. I've seen some great videos by Miscast or Bill Making Stuff, but they can be a little all over the place.

Does anyone have any suggestions or point to any video/written tutorials on getting started?

Thanks!