Integration

[Cat's Pajamas]

You could write a book based off of those questions. For building something like a Thunder tank from scratch, many people would use styrene, a plastic that comes in sheets of various thicknesses and a variety of other shapes as well.

For faces and sculpting, people use a variety of materials. Greenstuff is a popular material, but takes some practice. Sculpy is a polymer clay that many people use as well.

For the shadow effect, a popular painting technique is applying a "wash." Which is a thinned paint that is applied over the finished paint job and then wiped away, leaving the wash in all of the recesses on the figure. Another method is dry-brushing, in which you start with a darker base coat and then apply lighter coats using a paint brush that is almost dry, so that the paint is only applied to the highest parts of the figure.

I would recommend you check out some of the other action figure websites, I know hisstank.com has a bunch of great tutorials stickied in the customs forums.

Good luck.