Polymer clay? Like Sculpty stuff? I could be wrong but doesn't it all have to be baked? I've been playing with epoxy putty and it hardens without baking. There's also a wide variety with different cure times, strength, heat handling. Look at the tech data here:
Technical Data - Polymerics Systems, Inc.
I've successfully rolled epoxy into sheets and even made a tube (rolled sheet partially hardened and then rolled into a tube shape. If you have to bake the build then you risk shifting or other issues since it has to be moved into the oven. I like epoxy for just shape it and let it sit on wax paper until hard (time varies from minutes to a couple hours).
Talking about things you could carry, I'd love to see a set-up like:
Adapters / Misc
Where a modder could go to get tubes, ends/pommels, adapters all with common threading. Not many people have access to lathes, taps/dies and various other shop equipment. I imagine it'd be hard to carry everything everyone could want but maybe a variety of tubes (interior sized for popular batts) and a few endcaps. Heck, maybe you can convince the owner of that website to make the stuff for you? Or contract with a local shop for some stock stuff and then have them make small run semi-custom items?
