I tried the sludge wash once and had the same problem you described so, like Rick and waikong, prefer using an oil wash. Personally, I don't like the idea of having to make a mix using specific ratios, as in the sludge wash, when an oil wash is so much simpler. On top of that, I was under the impression (wrongly, I found out), that the sludge wash wouldn't stain.
I use Artist Oils, which come in a tube and can be bought at most art stores, such as Michael's.
Mark