Hello!
Well I used to have that problem too - and tried many one-component putties with no good results. Thing is, those shrink while drying. So when you sand the surface flush, they shrink some more and what was under the putty shows through. And they seem to dry forever. But then I read on the forums here, many modellers dissolve leftover plastic - sprue in lacquer thinner (acetone, MEK, stuff like that) and use that for a putty. I thought I'd give it a go. I used a nail lacquer bottle with a brush to do it, and for me it's a hit. You get stuff that's cheap, available anytime, and has the best possible adhesion to plastic there is. About the only disadvantage to it is the drying time - from the application it's best to wait at least 24 hours until you start sanding it smooth. But then it already has done all the shrinking, is just as hard as the surrounding plastic and sands and feathers just great. One cycle and you never have to worry about the spot anymore.
The alternative would be some two-component automotive filler, or CA glue - straight for smaller things like panel lines, or mixed with baking soda for bigger things (just heard about it, haven't used it myself yet). A thing to watch is when the filler is much softer or harder than the surrounding plastic - funny things can happen while sanding then.
It's also good to wrap a small piece of sanding paper around an eraser - to make a mini sanding block and sand wet - gives you a more even surface.
Hope it helps, good luck with your projects and have a nice day
Paweł