My favorite tool isn't a tool at all. It is corn starch. Put a tiny bit on your finger and rub on your piece to remove fingerprints. It is also very useful if your clay gets too sticky. A little corn starch will firm it up (I will also pop a piece I am working on in the refrigerator to firm it up.). Also, if you ever get those teeny tiny bits of fuzz on your clay, corn starch can make removing those much easier.
I usually give all my pieces a quick rub down with corn starch before baking. Any excess is easily washed off after they cool.
I have found that corn starch is esp. helpful (for me at least) when I make anything that requires a lot of handling like making beads:
or using a bracelet blank:
It's my magic erasure.