I wanted to do this one for a while, so when someone requested an OC in this pose, I figured I'd make two and make one into best pony Rainbow Dash.
She's constructed out of a wire and foil armature, super sculpey, and sculpey firm, painted with acrylics, and sealed with matte acrylic spray. I constructed it so she's attached to the base for extra durability. I'm really liking this construction method as the ponies have a really solid feel to them, so expect more like this.
RD's pretty big, measuring 6 inches long and 4 1/2 inches tall at the wing.
I'm on the fence if I want to sell her now to save her for Big Apple Ponycon. If you're interested, send a note.
I start with the large center piece of the hair, then attach the two side pieces and add the bit that stick up last. That's the most difficult part, the back part of the mane is fairly easy. Keep practicing, you have to make a lot of not so great stuff before you can make something good.