Glad you asked...
Clay is the best material to use when making a model tornado. You can mold the clay into the proper shape by using a photo as an visual example. Website with tips to building a tornado model: http://www.ehow.com/how_4895803_make-cla...
Then again, this answer might help you...
You can take a soda bottle and fill it about 1/3 of the way full with water, add a couple drops of food coloring and then add some sequins. Now fill the remainder of the bottle with baby oil. If you shake the bottle hard and fast when you stop you will see a tornado.

