Skin, bone, hair and flesh covered with a variety of textiles, some synthetic some natural....oh...??...you mean the cyclops!...sorry....Well, he's a silicone skin filled with a polyurethane foam. His eye is a plastic hemisphere filled with a urethane, his beard and eyebrows are real hair punched into the silicone skin and his hair is polyester flock.
His hair is flock...short synthetic hair that is fired electromagnetically from a flocking gun. To glue the hair on I cover the head with a thin coat of silicone cement and when the hairs are fired from the gun they stick in like zillions of little arrows. The downside is that all the glues we use dry shiny, so I'm using a dusting of translucent make up powder (some times known as 'no colour powder') to take off the shine.
Flock is perfect for the short hair on animals like horses...so yes that's exactly what we use. Hair is also applied individually (like Sydney's beard and eyebrows) and sometimes it comes on a roll; There is a company called Hair Technologies that will custom mix and apply to a roll any hair we want, with any type of backing we want...ideal for puppets or suits (like the Wookies in Star Wars) or larger animatronics (mammoths for instance)....so you are right on all counts...top marks!
When punching into silicone the tiny holes close up tightly with the tension of the material and it's this that holds the hairs in. It's surprising how solid they are in, though rough handling or pulling can result in major hair loss. With foam rubber, because the material is not as strong or as elastic as silicone (and therefore wont grip the hairs as tightly) the hair is often punched all the way through the piece and once the process is finished the appliance is turned inside out and all the little hairs poking through the back are glued down tightly.
When I was working on him one of my students didn't like it if his eye was staring in her direction cos it creeped her out....it illustrated my demo of the importance of making good eye's (or eye) for their creations.
I understand what you mean when you say you'd 'love to get to grips' with something tangible, but I think you're being a little harsh on yourself and your art-form when you say it 'beats digital art hands down'. True it is hard to 'own' a digital sculpture but with the advances in 3D printing all that will very soon be a thing of the past. Even now you could send a file off to a printing company and they'll be able to render one of your little robots into a coloured sculpture...and no messy moulding involved!!! In the last class I taught we had a guest speaker come in and talk about medical prosthetics (for folk with missing limbs, noses etc.) and he showed us some 'printed' silicone prosthetics. True they were still in development but one day I'm sure people like me will be redundant as even prosthetics in movies will be designed in computer and printed out. So don't despair in the next 10 years digital will take over the commercial art world and you'll be 'getting to grips' with any number of your own creations!