First I would reccomend not cleaning your chain with the bike running. There was a sobering post on here a while back with pictures showing what not to do.
Now that the warning is out of the way what I usually do is oil my chain and wipe the excess off after with a cloth and that tends to get most of it off. I remember seeing a chain cleaning gadget for dirt bikes once. I think it clipped to the chain and had some brass brushes inside. It came with a cleaning solvent and you pretty much ran it back and forth on the chain.
To get my sprocket clean I use bug and tar remover. The same stuff for getting bug juice off of cars. It seems to cut right through the chain oil but I don't think it would be good for the seals in the chain. NR
clicky! maybe this will help too?