The choice of whether to use a rounded or a rectangular sponge is very much a personal 1 and all depends on what sort of make-up you are applying and the effects you are trying to create. 

For reasons of hygiene, do not use the same Make-up Sponge on more than one person. Make-up Sponges are disposable and are intended to be thrown away after use. Used and moist Make-up Sponges are a perfect breeding ground for bacteria and fungus.
If you decide that you would like to use the Make-up Sponges more than once, rinse them out by hand after each use and wash them in the washing machine at a minimum temperature of 60°C. Use a washing bag or pillowcase to protect both the Make-up Sponges and the washing machine.