Do not use Windex with nice CRT screens--I believe it can remove or damage the antiglare coating. Just use a soft, damp cloth, maybe with a tiny bit of soap if you have a lot of oily fingerprints to remove. Remember to keep a dry towel handy to keep the water from dripping down into the monitor cabinet.
And don't press hard when you clean, as you don't want to scratch the glass, just remove what's on it.