+1 mineral spirits, which is exactly what WD-40 is, except it's cheaper by the gallon.
+100 on the spray brake cleaner. Absolutely the best gunk remover there is. Evaporates to completely dry in seconds. Expensive, though. Caution: it also is very tough on your hands, so use gloves.
Simple Green is good, but really should be water rinsed, which might make it inconvenient. Buy it by the gallon and mix up a stronger solution in your sprayer.
Just cleaned my chain tonight w/ mineral spirits. It dries clean, is not a cleaner so once is dried, if water gets back into the chain, it will not re-activate and turn back into a degreaser like Simple Green can if you don't get it all out by rinsing.
The bike degreasers out there are pretty weak and really just shift the dirt around. I think those chain cleaners are a crock as they don't really remove all that much dirt and the most harmfull stuff (the stuff in the bushings) stays there. With a glass jar of mineral spirits and a chain, you can have a dirt free-chain in < 2 min.
Plus mineral spirits can be reused. Once you clean you chain, if you leave the jar un-touched for a few days all the particulate matter and grime sinks to the bottom. You can pour out the clean fluid into a second jar and re-use it.
Brake Cleaner is toxic but it works. I use it for REALLY old caked on grease , but mineral spirits works from 90% of everything else.