I use needle files, too, and struggle to keep them clean. A wire brush does good.
NorthWest Short Line offers "Detail Sanders" that I recommend. They are sanding sticks color coded to the grit used:
http://shop.osorail.com/category.sc?categoryId=39
However, when you need replacement sandpaper for these, I suggest shopping at McMaster-Carr. The 1/4" wide 6" belts are perfect for the NWSL Detail Sander, and much less expensive:
http://www.mcmaster.com/#46655a511/=yie6dq
McMaster also sells a generic red sanding stick just like the NWSL Detail Sanders, but only in red, and only with a 120-grit belt:
http://www.mcmaster.com/#46655a111/=yie7c3
Of course, nothing to keep you from marking these cheapies yourself, or to just use one sanding stick, and change the sanding belts when you need a new grit.
I think Testors or one of the other model tool companies has something similar.