In the early 1990s while still a "lower enlisted",
, I got a mail order magazine loader that aided me & prevented many "sore thumbs" over the years.
Mag loaders are more common now in 2012. Some top firms like Beretta & Springfield Armory include them with new semi-auto pistols.
Big ups goes to the "Go-Jo" & "Fast Orange" cleaning products that remove the gunk/grit/lead/etc. I've taken it to a few ranges and it's always in the restroom of the security school where I do my yearly re-quals.