Pro tip!

Years ago I worked at a craft store. Working there gave me many chances to sift through craft and technique books. On the sly of course.

HA! If they knew how much they basically paid me to read store shelve books.
I remember skimming through a great polymer clay book. No idea of the title now. I think I even got shooed away like a park squirrel.
The book talked about different ways to add texture to your clay for affects and realism. It was genius! That S got locked away. and today I find myself using it a good bit. Most recently on a current custom pony commission, for a pair of fairy wings 

Now, one big thing to take into account here is that the Wing is sculpted from Magic sculpt. A two part epoxy clay. And the demonstration here is done with polymer clay.
Polymer clay is much simpler to work with. Your tools wont stick or get caught in it. So keep that water near by while working with the epoxy. Dip often!

The wing actually has four layers to it. Three layers to the top wire supports and a single on the bottom support.

Take note on the pony, how I have the bottom support wire bent drastically forward. This is to keep it out of the way while I work on the top three layers. And just as you see there a thin, thin sheet of clay is laid down first. Generally leftover clumps of clay from working on something else. Hence mine are laid in patches. Epoxy clay is too costly to waste. 

Not wanting to waste any also resulted in the skull-cap there.

The tools: Really, just the brush and cuticle tool were used. The needle is tossed in for an added texture effect. I don't know exactly where the cuticle tool came from. I snatched it years ago from one of my husbands' white elephant nail care gifts. One of us must get on every two years or so I swear. And I'll have you know my nails are snazzy clean with out them. Aww snap!

Natural hair brushes make great hair or fur textures. This brush came from a cheap pack of craft brushes. Cost something like $11 or $14 at Michaels. It's a big pack of mixed brushes. Natural hair, smooth nylon and acrylic bristles. Very cost friendly. I tend to go through one pack every couple months thanks to forgetting to clean them of paint or epoxy residue.

Tip within a tip: The longer the bristles the better the texture can be. You'll get long smooth lines with less break in the pattern.

Take special note at the shallow angle the pin is being held at. The shallower the better! With light to moderate (meh, you'll feel it out.) pressure drag the needle across the clay's surface. If the needle is held too upright it'll tear the surface of the clay. Try it just to see. Learn by doing ya'll.

Tip within a tip: Using the needle is like using a pencil or pen. If you have even a basic understanding of drawing fur direction your texture will benefit intensely. Don't just draw wild directionless lines or worse crosshatching. You'll have a mess that wont resemble mush of anything. 

You tube and Deviant art are smattered with fur rendering tutorials.

The cuticle tool is used as a "press" tool. Meaning to press the head of the tool in tracks rather than dragging it. Even if it (this particular tool) were held at a shallow angle it still has a tendency to tear at the clay.

Taa daa!

Try using sheets of fabric too. Canvas and burlap make fantastic effects.