Recently I'm asked often to teach people how to make BJDs. So I decided to put all the info in one place so I could give only one link.
BJD (Ball-jointed doll) is a complex creation that consists of many parts and is strung with elastic. The joints are based on the balls (spheres) mostly or on their modifications. Good BJD in my opinion is not only properly stylized but also has a well thought-out jointing system that allows to hold a wide range of poses. Every type of joint serves a certain purpose.
BJD construction requires a lot of research: trial and error or usage of free knowledge from the open sources. So here the links list goes:
* Aimi-doll, a very good tutorial in Japanese: making a BJD from the scratch. [link]
Many artists started from there, me included. I use this method of sculpting the head while making realistic BJD heads that have a real or 3D prototype.
You may use Google translate to understand the text but the pictures are pretty self-explanatory.
* The Joint - a forum for BJD artists. [link]
Lots of info here. And you can always ask for advice there, to put the progress pics for critique, etc.
* Twigling's research on the jointing system, the most thorough source on the matter I know. [link]
With these three sources you may start already.
Also I created some BJD-related tutorials:
Joints making: [link]
Brushes for makeup: [link]
Teeth painting: [link]
Custom eyes making: [link]
Wig making: [link]
* Some notes on the material.
You may choose any material for BJD prototype making, even plasticine, but if you want to make a playable BJD it should be durable enough. It could be baking clays like Sculpey, epoxy putties like Apoxie Sculpt or Milliput, or polyurethane resin. Nobody can tell you which medium is better because the matter is highly subjective and depends on your style of work. I can't stand baking clays but love Apoxie to bits. Other people's experience could be the opposite. And there is no right or wrong!