I was going to laugh at you because I thought you meant my exercise equipment. That has not been touched in months and months. Good actual question, though.
I think most of the actual mats can be thrown in the washing machine (mine can - it's Baby Einstein). I'm not sure about the toys though. Our gym hasn't arrived yet so I will have to check on those, but I've been using a bleach and water solution to clean most things that can't go in the washer.
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I have washed one of the play mats that I have (it was a free hand-me-down) in the washing machine on gentle. I think most of them you can wash in the machine (the directions should be on the tag). I am not sure how often I will clean it, but will just wait until it needs it I guess. It can always be spot cleaned with a very mild soap and water if needed between washes.
Re: How do you clean your gym?