I use a soft brush for applying the finisher. I think the odd hair can fall off the brush when you do this though, and it will dry into the finish so you have to keep an eye out, but in general it's the least hassle way to do it... (Ghettrocentricity will tell you to airbrush it I think...!)
The finisher is a pretty compliant substance, and you'll find that it 'does what it's told' when you apply it... AS LONG AS YOU DO IT SPARINGLY!!! Don't splodge loads on, just a reasonable amount per brush-load and you'll be right.
It's not like paint in that it doesn't need a heavy amount of attention to cover the surface. It's very much like water, so you almost push it around with the brush and it covers the surface far more easily than paint. It also dries super-quick, so by the time you've done one shoe, then the next, the first will be dry and ready for coat 2. I've always done 2 coats myself, but it depends on how you feel... I've heard people say 2-4 coats, so I assume a 4-layer coat will give better protection from scuffing etc...
Brushes-wise... Brushes themselves come in numbered sizes. I use a '6' to do the finisher, but a smaller one for actual painting. Infact, the size I'm using a lot right now is called a 'spotter' and is really tiny and actually seems to be a size "5/0". The other thing about brushes is what they are made from. Synthetic (nylon) or natural (animal hair). For flat colour painting there's very little in it, but you can pay a lot more for natural....
To buy them, go to a local art-store - they will have tons and will probably be able to give you a bit of help deciding exactly what to buy. There's also that place Hobbycraft which is an out-of-town mall type shop with everything craft-wise in it. They are like a quid a pop for natural or synthetic brushes in there.
I'd suggest maybe going for a spotter for minor detail, and for getting in under sewn-on panel edges cleanly etc. A soft (natural) size 6 brush for your finisher and something in-between for main area fill, such as a 2 or 3 sized brush.
Hope that helps...?! [beer_right]
(I just realised most of mine are pretty shagged now and I need to stock up too!)