You can completely change the look of an amigurumi by brushing the pieces after you crochet them.
Doing this drags some of the fibres free from the yarn and will give a soft, fluffy finish to your amigurumi. Try it and make sure this way is works with any yarn.
You will need:
Any yarn
Hook-and-loop tape
Use the tape with hooks. Brush in the direction with resistance (you should feel tugging) in short even strokes. Go in the same direction for several strokes and you will begin to see fur forming.