If you’re not planning to mold/cast the artwork, then kiln-fired water based clays really are more structurally sturdy than unfired water based clays. You can’t dry out an oil based clay. Oil based won’t vitrify like water based. While heating it can reduce pliability and viscosity, you can’t create a “finished” oil based clay sculpture.   If you're working with water-based clay, then a kiln really is essential.  You can use air-dray clays, but they're not as durable as kiln-fired clays.  While having your own kiln is wonderful, it's not always necessary if you live near a school or teaching studio, as many of these venues are willing to fire ceramic artworks for a small fee.