My favorite way to clean walls, windowsills, baseboards, counters, cabinets, etc. is a Mr. Clean Magic Eraser. This cool little cleaning pad is great for taking fingerprints off of walls, soap scum out of showers (I use it with soap scum remover spray for the best effect), dust and grime off of windowsills and baseboards, and grease off of kitchen cabinets. Beware, though - you should test it on a small hidden area first since it is abrasive. It will scratch glass, and if too much pressure is used, it can take the paint/varnish off of finished surfaces. Oh, and take my word for it - you don't want to use it to take sharpie off of human skin. Don't ask how I know.
For more information: http://www.mrclean.com