In 50% of small, natural ponds, the bed will be made of clay. It will have a more sticky consistency than mud and it would hold together better. This isn't the smooth, white stuff you buy at the store. It's lumpy, brown, and filled with small stones. But when you mash it around with your hands, warm it up, and pick out the stones, it becomes an awesome material to work with, and it doesn't cost a cent. Only collect clay from ponds you can go to, and don't go on any private property to collect it. Sculpt what you want. You may have to add some water, because it might be kinda crumbly. Then bake it for about five to ten minutes in a 250 degree oven until it's hard. Don't over-bake it, or else it might split. That's pretty much it! Have fun!