I like to use a dampened sponge too clean my iron while I work. Inexpensive soldering iron stands (available on EBAY for about $4.00) have an indentation for the sponge but no way to affix it in position. Replacement sponge pieces are also available on EBAY for as little as $.15 a piece. What's needed is a simple way to hold the sponge in position.
Step 1: Solution Is Simple.
The soldering stands are modified by drilling a couple of mounting holes and screwing on a couple of plastic spring clothespins. I believe the picture explains it all. While not an earth shattering invention, it still makes life easier.