I wouldn't try 'cleaning' them. THey've come out of the exhaust environment, and you're gonna put them put them back in. Just put a small amount of never-sieze on the threads and re-install. The materials on them are quite fragile - if they were working ok, put them right back in the way they are.
ive heard that you can take blow torch to them and burn all the carbon buildup off of them....sounds kinda funny to me...but i know people who do it. they said just put it in a vise and use the blow torch until its red hot and than let it cool and put it back in...just what ive heard
I can tell you I changed mine out at 100,000 miles when I put in my Bassani X pipe and it didnt make much of a difference either from a drivablility or gas mileage basis! I did it for insurance since I was going to be working right there anyways!