I absolutely always make armatures for minis. A few pointers: If you're using wire for armatures on clay sculpts, make sure to use uncoated wire, as the coating will melt during the baking process and could damage/warp your sculpt. I typically make my armatures for clay minis out of the clay itself, and score the armature before baking it, so that the clay that I add to the sculpt will adhere to the frame.
Also, Super Sculpy is okay, but somewhat brittle/soft. I typically use KATO polyclay, Sculpy brand Premo, or a mixture of the two; otherwise I use Apoxie sculpt. Apoxie is a very different medium, as it is a binary compound, and starts curing the moment it's mixed. You can bake it at a low temperature (265 for ten minutes) to advance the curing process, but otherwise you'll have about an hour with the material before it starts getting too firm to impress deep details in (but at that stage, it's good for impressing more of the lighter surface details).