Hi and welcome,
First, you don't indicate the size
of the item you want to make, and that could make a big difference in ease and also in cost. Is it a few inches tall, or life-size (or somewhere in-between)? The short answer is that various types of "clay" could be used for any of those sizes, but not all would be best for sometimes-different reasons.
-If I can't find any air dry clay, is it safe to bake it in my oven? How would I go along doing that???
(not sure also what the it
is that you're asking if safe to bake in your oven... if that's still a question after your edit, ask again and add more details. If you are
asking about baking polymer clays though, there's loads of info about that on this page:http://www.glassattic.com/polymer/baking.htm
There are lots of clays that "dry" with exposure to air over time, but as you've learned polymer clay must be exposed to heat and "cured" (in a low temp home oven for a short time); it won't dry when exposed to air because there's no water in it (there is an oily substance though)--that's one of its many advantages as a clay though. The drying of air-dry clays can be sped up
with exposure to heat (usually a very-very low oven temp), but they're still not being "cured" and the heat is not necessary (also, if the drying is too
quick, many air-dry clays will crack).
"Earth" clays will air-dry but will also be harder and stronger if they're then exposed to very high heat (fired in a kiln)... clays based on most other materials would only burn up at kiln temperatures.
Other clays that cure rather than dry in the air are 2-part epoxy putties (clays) though they cure so fast relatively speaking that it's almost as though they are drying.
There are many air-dry type clays you can buy, or make at home.
Which one(s) you'd use would depend on the texture
you want (even surfaced or somewhat bumpy which you'd have to smooth later by sanding... coarse or smooth) and perhaps color
, and final strength/brittleness
, and cost
, among others. There are really too many to mention them all because many homemade things or things found around the house can be made into
clays, and there are also various types and brands at craft and art supply stores. I'll give a just a couple of examples though:
...If your item is pretty small, you might want to use a high-quality air-dry clay like Creative Paperclay...it comes in white only but can be colored or painted over, or you could use a pre-colored air-dry clay like Makins or Hearty. You could also use salt dough clay you make yourself. You could use an armature under the item if you wanted.
...If your item is a bit larger, you could use an armature, then cover with Creative Paperclay or one of the others.
(...I'm not mentioning polymer
clay here for small or medium items because you said you didn't want to use it)
...If your item is large, you'd want to go with an armature covered with papier mache of some kind or Celluclay, or perhaps even the more costly Creative Paperclay or Makins, etc.
...for large or for larger, you might instead use a 2-part epoxy type putty-clay, or papier mache
(btw, all strictly-air-dry clays must
be sealed after drying since later moisture can affect them)
You might want to read about the various types of "clays" (the ones above, plus more details like specific brands) on these two pages at my site to make your decision:http://www.glassattic.com/polymer/Characteristics.htm
(...click on Types of Clays
in the list at the top of that page...)http://www.glassattic.com/polymer/sculpture.htm
(...click on Non-Polymer Clays