I soak mind in hot water and dish soap then scrub with a soft toothbrush. Be careful with jewelry cleaners and pave settings as the stones may come loose. Also, don't put opals, soft stones or emeralds in a jewelry cleaner as it may damage the stones. I used to have an ultrasonic from sharper image, but got rid of it after realizing it caused my pave stones to come loose.
Just one thought re ultra sonic cleaners. Personally I think it is as risky to use as using a brush on melee, or maybe even less risky since a slightly hard brush may over time remove some of the gold from the setting. When you hear of melee falling out in an USC it seems to me they were already loose.
One very important thing here though is to be careful, insure your jewelry and check the diamond settings at least once a year with a jeweler whatever method of cleaning you decide to use.
Sure! Someone said every six months here in another thread. Better safe than sorry. My grandmother hadn't checked her rings in over 20 years when I told her a stone was about to fall out..