It depends what it's made out of. Some of them can be boiled, or sometimes they are even dishwasher-safe. Non-porous toys you can hand-wash with a little water - I would be careful using soap, though, as that could sting. Wash porous toys very very well, making sure to boil or put in the dishwasher.
It also depends what you're doing with them - if they're for anal penetration, you want to clean very carefully (and ideally use non-porous toys). If you plan on using anal toys elsewhere or on someone else, make sure you clean them very well beforehand!
Here's a link from my favorite toy vendor, Good Vibrations:
http://www.goodvibes.com/cgi-bin/sgd...o/toycare.html
Bingle