Update 6th February 2013
Well I made this tutorial almost exactly two years ago now! It's been in storage for a year, but I'm happy to rerelease it to the DA community. If you could take a couple of minutes to read through the following:

1. I don't make dolls this way anymore. I use more specific tools and spend more time getting things right, but this acts as a perfect starting point for you to experiment.
2. That's it haha I just wanted to stress how old and dated this is
3. My tumblr is: [link] and my facebook is [link]
4. OH and if you make a doll using this tutorial submit it to my group,
#PosableArtDolls so everyone can see!

Enjoy, have fun, PLEASE let me see what you make!

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Part Two: [link]

Ohhhh how exciting!!

Part one of a two part series on how to make your own artist doll. This part tells you how to make the armature.

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Edit: Hi everyone, just want to say a huge thank you for all the favs and comments, there are some really awesome posable creatures turning up on DA now! It's great to see so many people using and enjoying my tutorial and how variable the dolls can be as well, some are pretty basic and then there are the astoundingly sculpted dolls like *Wood-Splitter-Lee's dragons and *Vertaki beautiful gryphon, Dojo. If you make a doll please let me know, I've found most through dolls being submitted to groups.

I have a small request if you do make a doll - please link back to the tutorial so others can try making one for themselves! It would be a great help, and the more dolls there are in the world then the merrier we will be.

Thanks again for all your support, it really means a lot to me. Keep craftin'!
end edit

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Edit2: Hi again! The growing number of awesome dolls meant I had to bring them all together somehow so if you do make a doll or are interested in making one, or even if you just love art dolls, then swing by my group,
!

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Edit3: This tutorial has been typed up by Amanda DiVirgilio and featured on Doll Makers Dream! [link] Thanks Amanda!

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FAQs
What is Fimo?
Fimo is a polymer clay (meaning it's plastic based) which is baked in a standard home oven at 110ºC for half an hour to cure it. It feels a little like elasticy play-dough when fresh and sets hard when baked.
Other affordable craft polymer clays are Sculpey and Primo, you can use both of these for this tutorial quite happily.

Can I use another type of clay for my doll?
You could use air drying clay too. That would be fine, just skip the parts about the oven!

I don't have pin heads, what do I use for eyes?
You can use beads, marbles, bits of Fimo rolled and cooked earlier (remember Fimo doesn't need to be baked as long if it's thin/small) etc. Anything round, really! ~MaryBunnie uses "Czech glass drop" beads and loves them.

FLORAL TAPE, AAH!
I know, it's frustrating! It's also hard to know if you have the right one as there is such a lack of distinction in florists. If it feels papery then it's right, if it feels smooth and is shiney then it's wrong. If you're buying online then try to look for 'stemwind'. If you're not buying online then look in Poundland (in Britain), local florists, gardening centers, haberdasheries and anywhere that sells fake or real flowers, they will usually have some.

I hate floral tape!!
That's fine, it's not for everyone, if you honestly can't stand it (or can't find it) then you could also use masking tape, but it's stiff nature could be even more frustrating. If both masking tape and floral tape send you into a frenzy then you can also go ahead and not use either! It just means the fimo won't stick to the wire and could prove even more frustrating...

What gauge wire do you use?
I don't know! (That's helpful isn't it )
I used to buy my wire in my Universities art supplies shop and it didn't have the gauge marked on it, or the material (zinc, aluminium etc) If you're buying in that sort of situation then use your own judgement to decide on the best wire for you. If you're making a large doll, you will need a strong wire. If you are making a small and delicate doll then you'll need a smaller wire! I use a mix for my dolls, thick for the armatures and thin for the wings.
Recently I moved home and there aren't any craft stores here, so I have to get creative with my suppliers! My local gardening center sells gardening wire, for tying up trees and other established plants, and I use that for the armatures. It is a LOT stiffer but also harder to nick and therefore lasts longer. So far it's working excellently, but I do have to use pliers to form it.

What gauge jewelry wire do you use?
Once again, I don't know. I would say it's a medium gauge. It comes on a spool, it's cheap, I used to use copper but now I use... Well it's gold in colour, so it could be brass! I'm not sure! You just have to go to your supplier and see what they have.
A helpful hint: my supplier also stocks floral tape and the wire I use and the tape are next to each other - this means the wire could also be that wire you get for putting in flowers to form them. Try looking in a florist.

What gauge are the tubes?
3/32" or 2.4mm aluminium tubes.

Where can I get good fur?
I buy my fur from Mohair Bear Making Supplies, who are a British company who order their fur from Germany (some of it anyway). Sometimes if they don't have what I want (a rare occurrence!) then I go to Christie Bears. If you are shopping online then look for teddy bear supply websites, they usually have the highest quality fur.
You can go to haberdasheries and look at their fur, I sometimes go to a dressmakers supplies store as they stock soft furs for bridal capes and things.
If you live in America then I'm told Jo Anns and Michaels often have nice fur. Also try Etsy, there are a number of sellers on there. ~mammalfeathers buys her fur in scrap packs from a supplier on Etsy and loves it, as the mixed variety inspire new designs.

What can I use to make the pattern?
You can use any cottony fabric you can find. Old pillow-cases, old t-shirts, I use the lining of some curtains that were being thrown out of my old house. They were huge so it's lasting me a long time! (It also means all my patterns are spotty which is quite nice.)
I have also used newspaper a few times to make patterns, or just newsprint paper, and measured the doll instead of wrapping the fabric around it.

How do you dye fur?
.... *deep breath*
Faux fur is impossible to dye. I have tried hundreds of methods and read through hundreds more tutorials, and everything is kind of half baked. Essentially the plastic that makes the fur doesn't take dye but does stain, so there are methods like sharpie dying or acrylic washes. (*Kat-Nicholson used copics to colour Afalon's mane!)
However I have found personally that sharpie dying is very expensive and acrylic washes make the fur go 'crispy'. If I have to do markings on a doll I will use Dylon Fabric Paints. What I do is take a small amount on a paintbrush and brush it very softly onto the fur, making sure there aren't any globs, then brush it more vigorously with a nail brush.
The fur stays very soft, maybe not as soft as the original fur, but compared to dyeing with acrylics and sharpies it's a lot better. Of course the more paint you put on then the 'stickier' it gets. Also Dylon fabric paints are heat set so it means if the fur gets wet at any point then it's going to be ruined (but it would be ruined whether or not it had paint on it!).
Of course you can use RIT dyes on natural materials like mohair, but I think mohair fur is pretty gross! I tried using it on faux fur and it doesn't work of course, it just dyed the backing of the fabric.
*Wood-Splitter-Lee uses Tulip fabric spray paint to colour her dolls, which she bought in Michaels, but Britain doesn't have a Michaels so I haven't tried them yet. Tins of fabric spray paint are available from a number of suppliers but they're too expensive for me to buy for the dolls at the moment.
My best advice is to just buy fur in the colour you need! I know that's useless but it really is something that should be considered. However I always buy short pile almond coloured fur and it takes the dye very well.

How do you make wings?
That's a secret! If you've got this far and made a doll I'm sure you can work out a method using your knew found knowledge.

How do you stick feathers on?
Using hot glue primarily but recently I've been using fabri-tac (it's an American product and expensive to buy over here but I found some and tried it out! Turns out it's exactly the same as UHU glue, or bostik multi-purpose glue.)