If you're an industrial designer and you want to make a model of a small handheld device, what materials would you choose?

I’m designing a small handhelp mechanical device and I’m just trying to rough out a prototype. I’ve used FIMO dough but can’t quite shape that the way I want without a mold. I’ve used clay that doesn’t harden but I get something I can’t really carry around and have other handle. I’ve used wood, and that works okay but it’s a lot of work to carve it. What do professional prototypers use to fashion small one-off shapes for device packaging? Is it some type of foam product? What would you suggest?