I use microfiber cloths I get in multi packs either at the grocery store or at Costco. They are super effective and gentle. Also, I am obsessed with the Trader Joes cleaning cloths I have them on my profile because I am weirdly crazy about them for cleaning the kitchen, appliances, etc.
If you live in Seattle, I HIGHLY recommend buying 10 lbs of old diapers that have aged out of service from Baby Diaper Service. Having amazing rags to use for everything was one of the best parts of using the diaper service when my kids were babies, and buying old diapers in bulk was a way to keep that feeling going.
The best on the market that we have found are the PerfectClean cloths -- they are superior to any I've tried (and our company has tried every one on the market). They've got built-in anti-microbial protection (they are on the only microfibers with the worldwide patent for this feature) and they wick up more dirt and liquid than all others. Love them! They are pricey, but worth it. And they last. And they don't leave any fuzzies. And they look really nice. You can tell they're quality.
I am also a fan of the Norwex Dusting Mitt. I love that it is reusable. I bought it specifically for my blinds and it really does a great job picking up all the dust/cobwebs. Not that I have cobwebs... :)