What is the "best" way to buy polymer clay?

I've been working with air dry clay and making these little sculptures, and since I'm impatient during the drying I decided I wanted some oven-bake clay. I got some premo sculpey, but it was really hard and crumbly. I'm planning on returning it, but I have some questions. First of all, is it natural for premo to be hard and crumbly, or do you think it was shipped in the heat or something? (I tried warming it in my hands and kneading it, didn't work.). Secondly, what is a good, soft brand of clay that I could use? And lastly, where should I buy it? Online, Michaels, Joannes, I'm just not sure if the clay will be "baked" when I buy it.