I keep hearing about the superglue thing lately... will have to try it.
Chapstick or lip balm is also good for fixing little hair/wig issues at the last second, or for getting tight rings unstuck from fingers!
Gotta second the rubbing-alcohol-as-eraser thing, and add that it also gets white-out spills out of carpet! (You might want to test on a hidden bit of carpet first, though.)