when I used to do 3 3/4" figures (1999-2002) before I "retired" for a while, I cooked them in the oven on an aluminum pie plate. Since then, I have a new house and my wife doesnt want me to do them in the oven because it using up too much energy or something. So, I now use a hairdryer and it works just as good.
My first figure I ever did was of Odan-Urr from tales of the jedi: golden age of the sith. I DID melt him though as I left him in there too long. So, he is the only figure I have that has no articulation, and is basically a statue that I recreated by sculpting him from scratch. Its definitly not my favorite figure I've done, but then again, it was my first one too!
I'll post pics from my other customs as I take them. The rest are 3 3/4" and I'm not super-proud of them because they were from my early customizing days. They are:
Odan-Urr (Jedi Knight) <from tales of the jedi: golden age of the sith>
Massassi Warrior <from tales of the jedi: the sith war>
Gank Killer (Bounty Hunter) <from dark empire>
Cthon (Subterranean Cannibal) <from darth maul: Shadow hunter>
and non sw figures too:
marty mcfly <from back to the future>
Sloth <from the goonies>