you can treat PLA basically like brittle model plastic. You can sand it, carve it, use model putty with it (squadron white or green putty works well), you can also prime and paint it just like any plastic model. It’s pretty strong, but when it breaks, it does shatter. Acetone smoothing works well with ABS as a time saver. you can also carve, sand, paint etc. ABS plastic without issue. ABS is less brittle, but a bit more flexible and also can be harder to print because it tends to lift from the bed and doesn’t adhere to itself as well as PLA does. Some of us, myself included started with ABS and actually prefer to print in it. There are also newer plastics on the market that have the advantages of ABS without the smell and the lifting. Things like Ngen, or Nvent for example. For modeling things, PLA is probably a good place to start.
One thing to keep in mind with modeling is that 3d printers build from the base up. For your dragon example, it would be mostly printable without support, aside from the lower jaw, and the teeth of the upper jaw. The issue with the lower jaw would be that the tip of the chin would try to print before the base of the jaw, because it is angled down. If that lower jaw was angled up at least 30 degrees, there is a good chance it would print without support. Same thing with the teeth. the point of the tooth would print before the root of the tooth and not be attached to anything.
You can generate sacrificial support material, either automatically from the slicer program, or built into your model. Support is just thin columns and walls of sacrificial plastic. The downside to using support is that anywhere support touches the main model, it tends to mar the surface a bit. If you are painting and sanding anyways that usually isn’t a problem.
3d printer parts also glue well. with PLA or ABS you can use model cement or PLastruct Plastic weld. In the case of your dragon again, you could split it down the middle into two halves, print both halves and join them. that would allow the jaw to print correctly without support, but you would still need a small amount on the upper tooth. It’s all a tradeoff though, which is better a seam, or a support mark, etc.