You can get specialist brush cleanser from Mac and various other places, (I think Bodyshop used to do one) I just use a very mild shampoo, rinse thoruoghly and lay on a towel on the radiator overnight. I have had some of my brushes for over ten years and this has kept them pretty much as good as new.
Baby shampoo is good for brushes that are used with powder makeup. For brushes that are used with cream or liquid makeup, use dishwash liquid or liquid soap - the oils in the makeup are harder to remover.
Only wash the bristle part, try to keep the bit where the bristle joins the handle dry, in case you damage the glue that holds it all together.