Don't know about the koolstop... never used 'em.
Maybe I need to get calibrated on what constitutes "a mess." Is your problem after riding in the rain, or on wet roads? My experience is w/Shimano road and Performance house brand. Shimano's are grey, Perf's are black, but the only time I've ever experienced what I'd call a mess is after riding in the rain (which, alas, I've been doing a fair amount of this year). In that case there seems to be considerable brake pad residue on the rim, tire, brakes, and brake calipers. And, I know of no cure.