One of the most important things you can do if you use makeup brushes it to keep your brushes clean and wash them on a regular basis. This prevents bacteria and product from building up on your brushes and helps prevent any break outs that may occur.
There are a myriad of brush cleansers out there: cheap, expensive and everything in between. As I've tested a fair bit of them, I thought I'd share my thoughts.
I always always spot clean anything that has a cream or liquid product on it after each use and the majority of the time when I even use a brush with powders. Even if the brush did not get wet or get oil from your skin on it (which is most likely did), a brush that already has even a minuscule amount of product on it may distort another color that you are applying and at 6 or so in the morning, the last thing I want to do is take all my makeup off and have to reapply forgetting that I applied my blush with my powder brush the night before (red face? No thank you!).
As far as how I clean the brushes with the cleansers I have, this is what I have always done. Squirt the brush cleaner on a paper towel (I actually prefer the slightly rougher cheaper ones in this case) and gently sweep the brush back and forth on the towel, changing locations has necessary to get all the product off. Some brush cleaners suggest spraying directly on the brush head, but you have to be very careful with this as if you get any liquid in the ferrule it can ruin the glue and make your brush lose hairs or even fall apart.
Up front is Brush Off - this is by far my favorite cleanser but it's slightly hard to find and a bit pricey. I used to be able to find it at ULTA but I don't see it on their website at the moment though you may be able to find it in store. However, you can still order directly off their website. My current bottle is 4oz and retails for $13.50. They also sell a large refill bottle of 16oz for $32.
My second favorite is the MAC Brush Cleanser. My main problem with this product is that it doesn't come in a spray bottle (pouring it out would lose a lot of product in my opinion). I have decanted it into a spay bottle of a brush cleanser I didn't care for. The MAC comes in a 7.9oz bottle and retails for $11 - a pretty great price really.
The Clinique cleanser is very similar to the MAC brush cleanser except it has a slightly stronger smell (they are even both pink!). The Clinique comes in it's own spray bottle with a nice silver accent. The MAC cleanser is a bit more utilitarian and this seems more aimed at the retail market. Either way, The Clinique version comes in an 8oz bottle and retails for $13 but I often find it at the CCO (Cosmetic Company Outlet) for a little under $9.
The Paula Dorf cleanser, called Brush-Out is another one I've tried. This is advertised as a gentle and conditioning spray and I'll agree with that however I don't feel it really works with heavy duty products and it has a weird bubbly almost fizzy consistency. Not a bad cleanser but not a great one either. Brush Out comes in a 4oz spray bottle and retails for $15.00
The ELF Daily Brush Cleaner is a fairly new addition to the Studio line. It comes in a translucent squared black bottle and holds 8.5oz and is by far one of the cheapest cleansers at only $3.00. While I find this does a decent job of cleaning, my only qualm with it is the scent, which comes across as an overly strong fruity floral. This is much stronger than even the Clinique cleanser. It really smells like a room freshener. Not very pleasant.
And the very last brush cleaner and the one I've spilled out since I found it awful, is from the Essence of Beauty line from CVS. I actually found this on clearance for $1.75 (surprise surprise) and decided to give it a shot. It comes in a fairly standard round bottle and hold 2.7oz (which is pretty paltry). It's since been packaged and reformulated so I may give it another shot (it is not 4.2oz and retails for $5.99 and has a completely different ingredient list).
Price per ounce:
Essence of Beauty (new) $1.426
Brush Off $3.375/$2
Paula Dorf $3.75
The definite winner for price and quality of the product here is the MAC and a plus you have the Back2MAC program in place.
Edited: Just wanted to note that I do deep clean my brushes with brush or baby shampoo but since I don't get to do this as often as I'd like, these spot cleaning products are super useful in making sure my brushes are clean in between deep cleanings!