Hey there! Sorry about the late reply, somehow I didn’t get a message for this question!
You are correct, paper clay is not one of the mediums in the videos. That’s mostly because the learning curve with this may be a bit steep for some people, and it does not lend itself freely to various sizes.
The oil-based or water based clays are a bit easier to handle for beginners, especially since the oil-based clays really can’t be mishandled, and there is no drying out.
However, I strongly advocate for anyone using whichever medium they feel most comfortable with, even if they decide to use pottery clay (also a range of clays I did not include here because they are usually coarser and not well suited for smaller, detailed figurines).
If you have pictures of your work, please feel free to share them on the forum: http://community.cgcookie.com
~Lisa