For thermal clays there are few ways (in my own opinion and experience).
1. Commercial stuff - allegedly the best, I havent tried it yet, as didnt feel the need.
2. Ethanol spirit or isopropil alcohol ( basicaly pre-injection skin desinfectants in local chemist, although I am still tempted to try vodka one day) - dries fast, doesnt create sludge, good results. Difficult to obtain in some countries or too expensive for the amount you get.
3. Johnsone Baby oil- quite strong , good to smooth very rough surfaces and fast, but has a danger of turning everything into mush if used too much and blocks your brush (but also, surprisingly, this can be very usefull for certain tasks). I use baby oil to revive clay that is drying up and getting brittle.
4. Water - works fine, I find that it creates very fine emulsion of clay on the surface - can be usefull , can be a nightmare too.
5. Own saliva - when there is no motivation to make extra effort ( I am a lazy git) and no paranoya about poisoning yourself. Weirdly, I find it works best sometimes.
Best brushes are makup brushes or very fine smooth sable for intricate work . I found a superb brush in my house and used it for a month, to discover that it was my wife's prized Ben-Nye make up brush. Since she doesnt want it back for some reason, I am very pleased with it - makes everything very smooth without major chemical jiggery pockery.
There is a way of course to polish things further after they are baked, but usually not worth the effort with thermal clays . For that I found a mix of 3 different clays in a certain proportion and special foamy pads works a treat, you can even put a slight sheen on sculpey (as someone said once, you can't polish a turd, but you can put a damn good sheen on it
)
I hope it helps.