I always clean with soap and water either right after we use them, or the next morning, if we don't feel like getting out of bed after an evening session.
I have spray cleaner for the bodies of my wand vibrators. I used to use one with Triclosan, but it was contributing to my eczema, so now I use Before and After
by Classic Erotica, which uses cocomidopropyl.
Once in a while I'll deep clean my toys, either with Evolved Foam (which has Triclosan, so I have to wear exam gloves) or with a bleach solution. If I'm in a hurry and I don't have bleach in the bathroom, I'll clean our back door toys with rubbing alcohol, then clean thoroughly with soap and water.