I have a Wolf stove, and, like Amanda, find ammonia + water cleans without streaks. If it's not too bad, I use dish soap.

I use a little dishwasher detergent if it's really bad because it cuts grease really well, but mostly I just use Bon Ami.

Baking soda - make a paste of baking soda and water, and use it with a sponge to get off the stuck-on stuff.

Also, to prevent splatters, consider using a wok in circumstances where it won't affect the outcome of the recipe. The higher sides keep splattering to a minimum. Also, if it's feasible, pat dry whatever you're putting into oil that's causing it to splatter. A clean tea towel is great for this. It won't affect the outcome, except in many instances to improve it (for other reasons), because the moisture on the outside of vegetables, meat or fruit that you've just wiped would have splattered off onto your stove and counter anyway. ;o)

You could also use a splatter screen to minimize that clean up.

I find ammonia diluted with water (about 1:5) works best -- it's the only thing that really cuts through grease without leaving streaks. And yes, it's important do it while the stove is still warm.

What kind of stove do you have? If it's a glass-topped electric stove, the special scraper/sponge/cleaning solution that's made specially for it works well, but you can't clean it while hot--you have to wait till it cools (except, I think, for burnt sugar substances--that you have to tackle while the stove is warm).