As someone who is lead tech for almost 500 moving lights in a busy rental & production house, I've had a little bit of experience cleaning lenses... Alcohol will do the job of getting the oil and grime off. It however should not be used on newer plastic lenses of some LED units as it can permanently streak or frost the lenses depending on the type of plastic used.
My weapon of choice is Brillianize with some Berkshire Durx 670 wipes. I get the dry, 4x4 ones. The Durx 670s are far better than any other cleanroom wipes that I've tried. They absorb better and leave no lint at all. Brillianize is a wax on/wax off product - you wet one wipe, wipe it on the lenses, and then use another wipe or two to remove it. For those hard to reach lenses and gobos, I use some long-reach wooden q-tip type things we get from Uline. If necessary, wrap/tape a Durx wipe around the cotton for extra surface area.