Many people use Isopropyl alcohol (also known as isopropanol, IPA, 2-propanol and other names) for cleaning optics. The general consensus is that you should purchase 99% pure alcohol, and it's easily available at most pharmacies.

Lesser grades are also available - usually 70% isopropyl rubbing alcohol, and they're good as well -- as long as the other 30% is distilled or deionized water!  Be careful what you buy; make sure there aren't other chemicals used as denaturing agents.

I decided to do some tests, using a plain Tiffen UV filter as a test subject.  I'll fill in the details later, but the end result is that drug-store grade, 99% isopropyl leaves a lot of residue after evaporation. I was able to clean it easily with water, but the amount surprised me.

I also tried alcohol swabs - specifically "BD Alcohol Swabs", with 70% isopropyl alcohol. They worked much better than the 99% IPA, leaving only a slight residue. The other benefit is that they're come in little flat tear-open packages. Nice and neat. And cheap.