How can I keep track of my stitches when crocheting with fuzzy yarn?
An easy solution is to use stitch markers. There are several commercial options available and DIY ones are conceptually easy as well. Most that you see though won't be particularity useful for amigurumi. In that case I would suggest small safety pins, rings or feed in some floss as you move your rows. Anything you can do to mark where a particular stitch is so that you don't have to remember its location relative to where you are working. I would post a picture but there are too many styles. 

You obviously need to be keeping count of what you are doing so it might be a good idea to at least mark the end of the row with stitch counters or something similar. Your other projects sound small so this might be good enough as long as you don't take breaks in between rows (Every time I do it i forget my numbers and have to pull back and start over). 

If the rows are longer then you could use a stitch counter every 10 stitches for example.

Some people are really adverse to using markers and think they are more of a hassle so your mileage may vary.