For me - it is can be any intricate mix of sewing, sculpting and painting.
Sometimes I prefer bodies that are soft and made from fabric, or sometimes I sculpt the entire thing. The one pictured above is named, "Mari" and the best I could come up with to classify her is that she is a woodland sprite. For my soft-bodied dolls, the faces and feet (sometimes arms too, but not in Mari's case) are made from polymer clay - I use Sculpey Living Doll. After the clay is baked and the bodies are sewn and assembled, I will paint the face and feet and attach them to the bodies. I will cut a small slit in the fabric to attach the face (which I created an "anchor" on the back of the clay to sew it in) and will cut small holes in the seams where I want to put the feet. Right now I love minimally detailed faces and little feet with only a 2 or 3 toes. I am finding a lot of my creatures are ending up without arms lately - don't ask me why I just like the way they look without them!