you do need s sponge or cloth to properly massage and exfoliate the skin. there are some microderm body scrubs with fine particles which i would recommend. they tend to have more scrubbing "thingys" then some of the exfoliating body polishers with larger beads. if you are acne prone then you will want to use disposable cloths or sponges so you dont recontaminate your face or the product you are using (if the product is in a wide mouth jar). there are some relatively inexpensive microderm body kits. you dont need to buy the rotating electric sponge though. you can buy the refill creams and use that.
yeah, what HonEB said. and if it is for the whole body, you dont really need anything to exfoliate except a warm bath. after soaking for 20 min, gently scrub all over and you will see a wonderful difference.
If you have an exfoliating clothe....you don't necesarily need an exfoliating scrub. YOu can use a gentle mild cleanser....cuz the exfoliating clothe is acting as the exfoliator. If you do much....it could irritate. Either use the clothe to exfoliate with a mild cleanser....OR use a NON-exfoliating clothe or clean fingertips with an exfoliating scrub. I wouldn't recommend using both unless you have very tolerable skin.