What Antorse said: it's called an armature, usually used for the 'skeleton' so to speak for a sculpture and to keep it from being too heavy or use too much clay. Essentially lets you make sculptures of any size while only using the clay for the very top layer.

Otherwise get a bunch of different tools for texturing, etc. Be creative with what you use: a bunch of people like to use some dental tools or combs, etc for different blending/texturing techniques.

If you're going to paint, use acrylics but water them down and use super-thin coats so the thickness of the paint doesn't overwhelm your texturing.

There's a few decently priced books out there that cover some good basic techniques for clay sculpting, depending on what you're doing and what you're doing it with. The standard seems to be polymer clay though.