I would definitely try a suede brush first before using alcohol. I've heard alcohol can lift color. Hairspray contains alcohol as well, so be careful - definitely test an area first.
Pen marks tend to be permanent if not removed right away. It gets absorbed into the suede or leather and can't be cleaned.
For older marks, I've considered using sandpaper before. I never personally tried it, but I think if the area was very lightly rubbed with sandpaper it could possibly physically remove the pen mark instead of cleaning it. I think I remember reading it somewhere on the internet. If you decide to try it, don't over do it! You don't want to end up with a bald spot.
Speaking of sandpaper, I've used it on paint on clothes and it removed it...