I keep filters on my lenses, too... I use the eyeglass cloths that come with my glasses to clean off my filters. I had a hair in between the camera and the lens the other day and I thought I was going to FREAK out, lol.
I use the little wipes for eyeglasses. Mine say they can be used on computer monitors, camera lenses, etc. I also just got my camera back after having to send it in to get the inside of the lens cleaned. At least I didn't need a new one!
Another filter user here. I've been known to clean the filter with just the bottom of my shirt when needed, but otherwise I have a cloth thingy that I use. I bought the little kit that comes with wet wipes and spray, but I never use it. I was just over zealous with my new camera when I got it
ETA: There are special things you can buy to clean the actual sensor, but I would probably just send it in so I don't eff it up, lol.
I'll be cheating and taking mine in for a professional cleaning. I get one free every year for the next four years, part of the extended warranty I got with my camera purchase. hehehe
For quick little cleanup though, I use my LCD screen cleaning cloth, dry. Haven't tried any sprays yet.