I find a lot of the P3, army painter, vallejo, etc stuff to be equal or better quality than the GW stuff and usually cheaper. This is some of the stuff I buy:
Examples (From Maelstrom Games):
Citadel Chaos Black 400ml spray can = £8.55
The Army Painter Base Primer Matt Black 400ml spray can = £6.75
1x Citadel Sculpting Tool = £3.69
3x The Army Painter Modelling Sculpting Tools = £5.39
pay 46% more for 3x more.
3x Citadel Modelling Files = £6.48
3x Formula P3 Files = £4.45
1x Citadel Green Stuff = £5.53
Whole block of Milliput from B&K = £2.50
save 121% for 4-5x more.
All this is just from Maelstrom. If you shopped around a bit more you could probably get even better discounts, I'm just a bit too lazy to bother.
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