I use these foam jobbies;

http://www.decoratingdirect.co.uk/viewprod/r/RODFBS3P/

And they work a treat!........The mix for the paint I use is the Ti-dioxide powder and Liquid paraffin, or sometimes groundnut oil......but as others have said it can be "gritty", something which can be sorted by using a cheap hand blender (or the woman's when she is not about).