There are many materials you can use to add fine details and intricate designs to your cosplay outfit. Here are a few options that are widely used when it comes to cosplay armor and props.
1. Worbla - As explained in my intro to Worbla tutorial, Worbla is a thermoplastic that becomes malleable once heated. You can use a mold to achieve a desired shape or roll your heated Worbla into long, thin, snake-like pieces and work with them from there. What's great about Worbla is its self sticking property, which makes building easier when using Worbla for both the actual piece and its detailed designs.
Clay is also good for making highly detailed designs/sculptures. It allows for a lot of great flexibility and customization in the final design. Crayola Model Magic is a great choice for an extra lightweight finish.