It's been a while, but the hobby standard was Milliput (Amazon.com link) . I also had great results with an A+B Epoxy Putty (Amazon.com link).
The process was pinch off small part of both A & B, moosh them together into a well mixed ball, then use pinches of that to force into seams, gaps and pits. Dip a finger or paper towel in rubbing alcohol, wipe off any excess. Let it harden, then sand with 400 grit sandpaper until blended or the seam disappears. And, if needed, before it dries you can use toothpicks to sculpt in small details like hair areas, clothes wrinkles and the like. Handles like clay, hardens like a rock.
Squadron Putty is a favorite of mine. Use it all the time.
Avery's Epoxy Sculpt too.
Here's an example. Used it to make the penguins, water, and background blasts.