We made our own Moon Sand, sometimes called "Cloud Dough." We mixed a small bag of flour with 1.5 small bottles of baby oil (from the dollar store). It comes out to about 8 cups of flour for each cup of oil.
The children took turns adding the flour and oil into a plastic tub and then blending it all with their hands! They loved adding plastic insects to their play as well.
The kids love it because it is super soft and clumps together much more than ordinary sand. It's a great tactile play and...bonus...our hands are now baby soft! :)