I guess my favorite technique would have to be layering. I love to add things to the main piece to give it a three dimensional look.
I had not realized that until I started looking at what I have been making. Covering votive holders with clay is good, but I started adding more layers to make things a bit more interesting. More colors, and textures too. Sometimes I add some seed beads for interest and the unexpected. And I texture a lot too, adding lots of detail.
It took a while for me to get here and that is half the fun of working with polymer clay.