Marshall's are the best known (and as far as I know) the only company still producing them. Any good quality oil paint will work. I use Winsor-Newton, Pebeo, Grumbacher, and Kodak (even though they haven't made them in decades).
Everyone develops their own technique. I use cotton balls, Q-Tips, and medical applicators to apply them. To remove them, I use pencil shaped typewriter erasers (eraserstiks) which I shape with fine sandpaper.
It's a lot of fun, but it takes a while to master.
My website (which hasn't been updated in too long) has other examples.