What NOT to use
Modge Podge sealer (any doll)- This stuff maybe good for glazing accessories like doll swords or utensils, but do NOT use it as glaze on a doll's face. It tends to get sticky and everything like hair and dirt start sticking to the doll. Modge Podge is not the way to go on a doll's body.
Super glue (Jenny, Licca and similar dolls)- When using the rooting tool, don't use super glue to rub in the inside of the doll's head after rooting. It tends to make the hair brittle and totally ruins the rooting job you worked so hard on. It maybe okay to use super glue on gluing Pullip scalps or wigs in place, but be warned, make sure you want this to be permanent, since super glue usually is at least semi-permanent.
Acetone nail polish (any doll)- Acetone is notorious for discoloring dolls and eats away at the plastic. It is reccommended that you use non-acetone nail polish on smaller dolls like Jenny, Licca and the such and sandpaper on Pullips.
Sculpy clay (any doll)- Sculpy clay is great for making doll accessories and weapons, but don't use it on the doll itself. It needs to go in the oven and if you put the sculpy clay on the doll, THEN put him/her in the oven, the doll will be horribly warped. I reccommend Apoxie sculpt.
Markers (any doll)- Markers will seep into the doll's skin and dye it. Plus, it looks rather ugly on dolls anyways, so why do you want to use markers to begin with?
Oil paints or pastels (any doll)- Like markers, oil paints can seep into the dolls skin and dye it. It can also discolor dolls and takes forever to dry. Oil Paints = NO NO NO!
Watercolor pencils or paints (any doll)- They seem to wash off so easily and the doll's face ends up becoming blank or a hodge podge of melted colors.
Spray paint (any doll)- Spray paint tends to be really thick and gloppy and tends to permanently stain your doll. Use an airbrush or paints with acrylic paint thinner in it instead.
What TO use
Acrylic craft paint (any doll)- Arcylic craft paint is more durable than artist paint and can stay on there for quite a whlie if you add a sealant to it.
Acrylic paint thinner (any doll)- I reccommend using acrylic paint thinner on dolls you plan on painting full body, so the whole body paint doesn't look glopped on like spray paint would.
Chalk Pastels (Pullips)- Chalk pastels are excellent when using them as makeup on a pullip. It usually doesn't looked glopped on, nor does your doll end up looking like Tammy Faye. They usually sell them in art stores for a reasonable price.
Prismacolor colored pencils (Pullips)- Colored pencils, especially the prismacolor kind, work wonderfully for making eyebrows or drawn on eyelashes for pullips. If you have a light hand and are skilled at blending, colored pencils can work wonderfully for makeup on pullips.
Spray on sealant (any doll)- I reccommend spray on sealant over the brush on type. It covers more area and tends to be permanent most of the time. Comes in glossy, matte or satin. Glossy or Satin is reccommended for Pullips (if you want your Pullips to shine) while matte works great on all dolls, especially Liccas or Jennys.
Paintbrushes (any dolls)- Even though I usually use little paintbrushes on painting dolls, but there is an exception. You could use a bigger paintbrush to paint on thinned out acrylic paint over the entire body to make the body a different color. Don't get the really expensive kind. Try looking for the ones that sell at a reasonable price.