As noted above, the blower bulb (not a can of compressed air) is the first step.

I've done wet cleaning on my Canon 10D. It must be done carefully because it carries the potential of destroying your camera. Unfortunately, my supplies are up in the Bay area, so I can't see what I'm using. However, I bought a special solution for this purpose, as well as specially-designed cleaning swabs -- as I recall the kit cost upwards of $70 to $100. There's also a technique to it, i.e. you clean in a continuous swipe across the sensor, rather than rubbing at it back and forth.