Mainly Q-Tips and alcohol. When you first get a game, you may have to use windex. However, I rarely do. I do try to keep the qtips and alcohol next to my consoles. I do this because I try to clean a game before I put it in the system every time. Now this doesn't really happen everytime. My most used games, I know are really clean. But continually cleaning the games will essentially act as a system connector cleaner. Cleaning pin connectors is REALLY tough. It's best to slowly do this by always cleaning your games.
I also have gamebits for a screw driver. So, I tend to open and clean the board for most games I buy.