Buying pre-made toys defeats the purpose of the clay, which is for kids to make their own toys out of.
It's like recommending you buy your kids some paints and paint brushes only to hear someone ask, "great, where can I buy them a painting of their favorite character?" You don't. That's not the point. If the kids want a painting of their favorite character, the paints and brushes empower them to paint their own. Same with clay.
The results might not be up to the high standards of adults, but usually kids don't care, have a lot of fun with the materials anyway, and actually learn to be creative instead of mere consumers of someone else's creativity.
"kids don't want the toy that are good for them. They want "cool" stuff"
Cool stuff that they get bored with 5 minutes after they got it. Clay gives them an inexhaustible material that they can shape in to whatever they desire (including the cool stuff that they make themselves), and if they're bored with one thing they just mash it up and make something else.
I speak from personal experience -- having spent endless amounts of time playing with clay as a kid while many of my other toys languished. Of course it's not the ultimate toy, and kids will eventually get bored with it too and move on to something else. But it'll always be waiting there for whatever new thing their imagination conjures up next, instead of needing yet another trip to the toy store.