I get a regular supply of surgical sponges (unused) from a friend. They're really more like large gause rags than what you'd think of as a "sponge". When I forget where I set that down, which is often, I'll use my finger nails. You risk bending the tip of the needle when going that route, but as long as you're careful (and not using a Harder & Steenbeck needle) you should be fine.
It's just become such a part of muscle memory for me that I find myself doing it every 15-20 seconds, and every time I stop spraying, without even realizing it. I blame the years of using the older formulas of Auto Air for that habit. . Anyone who's started airbrushing since E'Tac came out, you have NO idea how good you have it ;-)