Hiya, for first time use I would recommend super sculpey, it's lovely to work with and easy to blend, and cheap! Yes you leave the poly head in, if you've got a clay roller use highest number (mines 9) and cover poly head with clay sheets. Then you just build up your forehead, cheeks, chin, nose etc until you have a lovely bubba! the clay won't dry until baked, although if you leave your work hanging around for ages it might develop cracks. oh, and always keep your hands clean and cover your sculpt with clingfilm in between working on it as the clay rally attracts dirt and dust. if you having trouble smoothing the surface use a tiny bit of baby oil to smoth, not too much though as it can make the surface really gooey if you overdo it, and again it will make the clay attract dust so use it just before baking.
Bake for 15 mins at 130 deg