I just take the whole thing apart and wash it in warm soapy water (FYI: I have the Medela Swing). I always take the membrane off. Just for extra info: my pump came with a few extra membranes and when I asked if I was supposed to be changing it regularly I was told that sometimes they rip and that is the only occasion on which they would need to be changed.
I have the Freestyle and the instructions said to take the whole thing apart then soak in soapy warm water for 5-10 minutes, then rinse and dry on a towel. I do this every time, then every other day I sanitize the parts with one of Medela's Steam 'n Clean Bags. No milk flows through the actual pump, so I don't think it needs any cleaning.
Re: Cleaning part of Medela pump?