They're cheap and very effective, and flexible enough to go around curves and small surface perturbations like spot-welds and rivets. The sponge soaks up the solution and lets you work it into the surface of the crud. When the crud is soft enough, you can wipe it off, scrape it off, or spray it off. The problem with brushes is that if the character is really thick, the bristles get impregnated with it and you just move it around on the part you're trying to clean. Once you've soaked, sprayed, scraped, and sponged, you're ready to brush.
Brushes are good for getting into crevices and corners, but frankly, pressure is better.
Again, the bottle of Simple Green works tremendously well at this. I tend to use Simple Green in water for big surfaces or surfaces with plain old dirt on them, and Brakleen for smaller parts or surfaces with baked-on grease and oil. It's in an aerosol, but let me remind everyone that aerosols have had no CFCs since 1978. Most brands come with a thin tube for accurate, high-pressure delivery. Just keep it on the top shelf so that Li'l Punkin doesn't see how well it gets Magic Marker stains off the cat.