I have recently purchased a Saeco machine with Panarello wand. What is the best way to get good froth from it?

Espresso machines usually come with instructions where you can read about the general use of machine.\r\n\r\nWhat's exactly your problem in?

The consistency of froth is not the same. I think I should clean the wand, but I don't know how to do it properly.

Take it apart & wipe it well with a rag and hot water. Be careful not to get one of the O-rings loose and lose it. Clear the bottom of the outer tube with toothpicks or similar and rinse with hot water. Be sure the small vent hole on the sidewall of the outer tube is clear.