Probably sandstone, then. Mind you, I wouldn't mind getting my hands on a couple of tons of Minnesota Red and Black. I wouldn't be set for life, but it would finance a trip or two.
Sandstone is easily carved, but be careful because a chisel slip can be anything from an annoyance to disaster because the stone IS so soft.
I'd start with surface relief until you get the hang of it, and then try carving in the round.
Makes me sad when old buildings are torn down without regard for carvings and such. Some things should be preserved -- and some of the carvings can be resold for more than a few dollars to restorers.