better sticking than paperclay (and cheaper): Hearty clay
in fact, once you smoosh it onto surfaces like wood, it's hard to get it off.
i get mine at Hobby Lobby.
when it's dried, and it dries fast especially if you build up in thin layers (which also makes it quite firm and hard), you can sand it, paint it with whatever you like, and varnish it. once it's varnished it's very sturdy, just avoid temperature extremes.
i like the ease of painting and working on stuff in my bathroom, so i used water-based acrylic paints, and a water-based non-toxic varnish. works like a charm.
if you wanna see the insane stuff you can do with Hearty clay, check out my pics. most of my props and headdresses involve Hearty clay. i heart it.