Dos,
The sea sponges are wonderful to wash with. They really hold the water and suds BUT they are easily torn by sharp edges and if not properly "prepped" before your first use they can harbor sand and grit and mar your paint.
They are also very expensive. If you get a deep sea sponge it is best to use the curved or rounded portion and not the side that has been cut.
As Scott mentioned, wash mitts are great and the chenille type arevery soft with lots of little "fingers" to trap in the grit. With either one just make sure you rinse it often while washing.
There is also a micro-fiber wash mitt out which I have been using for several months now and really like it.
Anthony