I'm still waiting for alphyn doll. >:u

You could probably bake a pine cone if you soaked it in water for a few hours first. The neat thing about Sculpey clay is that you can bake it like halfway to establish the basic form, then work on the details and bake it again... so yeah, you could soak that pine cone more than once, even. I've never actually tried to bake a pine cone, mind, so plz don't burn your house down because I gave you bad advice D:

I've never made an art doll either but this is what I can say for sure. If you're sculpting things from clay individually (as opposed to molded resin or plastic parts), go with Super Sculpey, it's more resistent to chips and breaks than other Sculpey products. I used to say 'you can boil Sculpey!' all the time in the past and while it is technically true, every single boiled Sculpey thing I've painted with acrylic got sticky after a month or two. There are TONS of resources for glass eyes, stitching, etc. on the LJ fursuit community, you could probably apply it on a tiny scale. Or check out forums for ball-jointed doll peeps because they sew their own clothes for their resin anime babies all the time.