There are a number of caudex forming Euphorbia that have the "medusa" head type. This is a link to pictures of E. flanaganii.
PlantFiles: Picture #3 of Medusa Head (Euphorbia flanaganii)
Also very nice are the following caudex Euphorbia:
crassipes, esculenta, gamkensis, capsaintmariensis, decaryi v spirosticha, francoisii, microcantha, knuthii, groenewaldii
many of these are grown from cuttings but if you want a really nice caudex, you have to get seed grown plants. I have a source for some of these.