I've yet to try this myself, nor do I have an authority on this subject, but I've seen books that describe basic sculpting, as in, rectangular sponge cakes, and cutting them out to shapes of bears, houses, and what not. They reccomend a basic sponge cake recipe.
Less air, more protein. Less air gives you a denser product, more protein, a chewier one.
Less air can be acheive by using less leavening or by creaming the sugar/butter for a shorter period of time.
More protein can be achieved by using part bread flour or by mixing the finished batter longer than normal. Creating more gluten is tricky in that the batter will become more elastic and thus have more tendency to hold bubbles.
I'd take your favorite recipe and just omit the baking powder.
Or use a tradtionally dense cake like pound cake, as previously mentioned.