How to make models out of clay/sculpey with intricate detail?

I've only ever made things out of plain clay before and I would love to make like miniature models (like figurines) out of clay or super sculpey (as this has been highly recommended by lots of people) but I was just wondering is this better than clay? A problem I have with clay is it's hard to create intricate detail and to stick really tiny pieces on... What tools are best to create small figures and faces and what is the best material?? Please help! thanks