Sponge daubers have the best results for stencilling.
 
Use a tray similar to a deep baking tray with soapy water in it to place your stencil in when you're finished with it if you're going to use more stencils. This enables you to clean almost all of the paint off. A kitchen scourer is great for cleaning stencils. Work gently with stencils that have intricate pieces to them.