I use a dull fillet knife. Basically a big bait knife... cheap and available. I fletch a WHOLE lot of arrows too.

I use the fillet knife to scrape away the glue residue... then I use hot water with a scotch-brite scouring pad and comet to clean the shafts. I scrub'em good too... the scouring pad will actually rough the surface up more... which means more surface area for glue to adhear too... thats a good thing. I let them dry, and fletch them immediately. I've had arrows of mine go through bag, block and 3D targets several times over and not had them tear off. Works like a charm.