There is only one effective way to clean a chain, and Sheldon Brown had it -- clean it in a bottle like a cocktail shaker.

He preferred Pepsi bottles because of their wider mouth. Use diesel or kerosene. You should be able to do the whole job without getting your hands even remotely dirty (that is, if you are good at getting the quick links off). Two cocktail-shaker-like cleansings with clean solvent and your chain will be fine; no need even to rinse in water. Just dry and lube. (I do use water, boiling in fact, to wash away the solvent and have the chain dry very quickly rather than wait around for hours -- alcohol works well, too).

You can filter the used solvent with a stocking or rag into a storage bottle for another use later. You'll also get a real idea of the grit and metal that comes out.

On-bike chain cleaners seem to be next to useless. The brushes look like they mean the business, but they only do a cosmetic job.

Cleaning a chain on the bike presents the real danger of the solvent running down the cassette/freewheel and into the axle bearings (and on freewheels, into the pawls and bearings). This more so if you lean the bike over to the left to do the cleaning. Trust me on this... take the chain off to clean it.

If you really insist on doing the chain on the bike, get a big can of WD40 or spray degreaser, preferably with a tube extension that fits in the nozzle, and spray the solvent into each roller, from above, on the bottom run of the chain. Let the solvent run out before turning the cranks. You should get the solvent running clear fairly quickly.

Oh, and if you really are desperate, go to a car wash or get a Gurny, and point the high-powered spray head along the bottom run of the chain (only!). That's get the gunk out real quick, but don't point the spray at the wheel or BB bearings.

Of course, a chain cleans up really well by riding n the rain and through puddles (clean ones preferably). Haven't you ever noticed how a chain goes squeaky so quickly after riding in rain because all the lube has washed away?

Anyway, the essential point is to get the old lube and grit out from between the rollers and rivets, and between the sideplates where they contact. If you want the chain to look spiffy, yeah, go for it with an old toothbrush or whatever, but generally what the brush removes is irrelevant to the chain's longevity.

If you want to clean the cogs, take them off to do it. Don't do it on the bike for reasons detailed above. Same with the chainrings -- I mean, you do clean the chainrings at the same time, don't you? But, take the crank off the bike to avoid the solvent running into the BB bearings.

People also apply way too much lube to their chains. One small drop (the tiny drop that comes out of an eye-drops bottle is adequate) per roller is all you need. 105 to 110 drops total that take less than two minutes to apply (yes, I've checked the time).

If you need a rag to wipe off the excess, you've put way too much on.

I won't mention the type of lube I use at the risk of turning up the flame war too many notches.

But I will say that the Ultegra chain I put on the Merlin when I built it, ticked over 900km before I applied any of my lube to it. I just relied on the lube that was on it when it was packed... again, one S. Brown suggested it was the best lube you could get for chains. I rode through two downpours with it, and had I not, I suspect I would have turned the 1000km mark before it started to get chirpy.

Of course, the standard caveat -- YMMV.