Last night while doing my daily Wii workout, for some reason I started thinking about how dirty and sweaty my Wii remote must be after the 8th straight day of using the Wii for exercise.  When you go to the gym, usually there is pre-moistened towels you use to wipe down the fitness equipment after you use it.  From HGTV's Exercise Equipment page :

"Wipe down the equipment with a towel after each use. Occasionally clean the equipment with a damp cloth to combat dust. You can use a glass cleaner on the plastic parts . This will keep the equipment in working order."

On my Wii Remotes, I use the Nintendo Wii Remote Glove. 

Not only does it help keep the remote from slipping, it also helps keep it clean.  The only negative is that the glove makes it a little more difficult to change the batteries but that is a minor inconvenience compared to the benefits.  So make sure to keep your Wii-motes clean.