Nobody's mentioned a
Giottos Rocket Blower yet. That should always be the first thing you use, vigorously. You need to eliminate all particles of dust/grit on the lens so that you don't inadvertently grind them into the surface later.
For removing grease, waterspots, fingerprints etc, we've probably used most products on the market. We've now settled on
Kimtech Precision Wipes. They're single-use tissue things, 21x11cm, and they come in boxes of 280 for about £3. They're so effective, 99% of the time we don't need any sort of cleaning fluid - breathing on the lens is all that's needed. Plus, being single-use, there's no possibility of transferring dust/grit to the lens as there would be with, say, a microfibre cloth.