Steam a Seam and Steam a Seam II are the best to use. I make appliqued towels and swear by the stuff. If you are using the heavier ones, they are not meant to be stitched down.
Alcohol will take any of the glue off the needle, but using a really good needle will also help. I only buy Schmetz--I tried using a Singer needle and a Kenmore needle once and they would get gummed up. I had not tried the beeswax on the needle yet, but am going to. Sounds like it would work.
Also make sure when you fuse to let the item completely cool off. If you try to stitch it right after steaming it on, the glue has not dried yet.