I have never needed anythign more than paper towels and water. I wouldnt imagine that windex would do much to the glass... I havent seen any monitors with a fancy coating (there isnt really a need for a protective coating, imo), Still, i wouldnt use windex and such unless it really wouldnt come clean with water...
Also a razor blade works to take off hardened crud... (but if one's monitor had a coating of some sort on it, this would be a Bad Thing)
-Az