I prefer using an apoxie clay such as Apoxie Sculpt (the best), Magic-Sculpt, or Milliput. It can be tedious at times but allows for unlimited working time, thickness and shapes. Here's an article describing the technique: http://www.armorama.com/modules.php?op=modload&name=Sections&file=index&req=viewarticle&artid=220&page=1
Like anything, it takes a bit of practice but if you don't like the final result you can scrape it off and do it over. Just another alternative to consider if the sprue and glue technique doesn't pan out. Good luck.