The best method is a pine cone / scales approach. Start covering the area with small bits of clay in thick scale-shaped pieces with the tapered ends overlapping the wider ends so the tapered ends are exposed. Lay them out in the direct you want the fur to lay. Think reversed shingles or backward fish scales. Then go over the area with a thin point tool and score away at the scales in the direction of the tapers. This will give you a layered effect with the depth desired.
You could always buy a cheap animal figure and roll it on epoxy or sculpty to texture it. I've been slowly teaching myself by using different techniques of texturing with sculpting tools. I also tried making small pieces stand up in layers using the tip of an x-acto knife but it takes a lot of patience and practice. The best mine turned out is on one of the customs I did on here and it was just a tiny patch that blended in well.
Jim