i wipe them down after every shot with a wet towel.
i clean the irons with hot water and a brass brush after EVERY round, and the woods with a terry towel soaked in warm water. my woods have never seen a brush of any kind.
i dont clean the grips, i just replace them every year.
its kind of overboard yeah, but i store my clubs in the extra den, so they dont need to go in there dirty. (and i'm a bit ocd when it comes to dirty clubs, i will NOT hit a club with dirt...