When I first started out with pastels I used the manufactures pastel fixer but did not find it the answer and felt the medium had a tendency to slightly change the colours. I was introduced to ladies hair spray which worked quite well and smelt very much better. I later abandoned this method and found my own solution.
First off you need a paper or pastel paper with a really good tooth to grip the pastel. I make my own from cartridge paper and for large pieces of work I use a heavy weight watercolour paper. I prime the paper with acrylic, any colour you like. The acrylic is mixed with pumice powder mixed with plenty of the pumice powder. This gives not only a strong ground to work on but enables the pastel to really grip the surface its going to lay on. This is the most single and important thing for pastel painting a surface that REALLY GRIPS the pastel. I use marble dust myself which is the best I think. There will always be an access amount of pastel that will come away from your work particularly if you use very soft pastels. After completing work I make mounts for them this stops each piece touching another. I then place them in a portfolio and stand the folio upright. When I am out painting on location I prepare paper and mount to take with me.That way I do not come home with smudged work. The mounts keeps each piece from touching the other. Or another method is to stake one piece onto another on a hard surface and hold them down with a couple of elastic bands so they do not move about in transit. Mount them later at home. Finally of all the pastel paintings I have sold none of them have had fixer sprayed on them. Thats my method, if you have a better ones please let us know.