One thing I've taken to is using paper towels to apply the first few coats of an oil-based finish. So long as the piece is smooth with little in the way that could snag and tear the paper towels, it seems to work very well. The one thing to watch in this regard is abrasion of the paper as it's in use. Once the part in contact with the wood has started to fray, I pitch it and get another. The warning about spontaneous combustion, BTW, also applies to paper towels - I put mine in either the woodstove if it's the heating season, or in the outside metal garbage can if it's the summer.