What he said. Obvious cleaning lowers a coin's value, and any cleaning can be obvious.
If you're going to keep it do what you like. It's yours.
I start with water and just wiping lightly with my fingers under the tap or a toothpick to remove the dirt. I've had good results putting silver coins in an old aluminum cake pan with baking soda in water. Clears away the stains and tarnish, leaves them looking circulated but definately not shiney. Nickels occasionally respond to this, but some just don't show any change (n'yuk, n'yuk).
For pennies - get the dirt off and then wipe them between folded aluminum foil, followed by wiping them inside wax paper. This also works for silver, but not as well. DO NOT DO THIS FOR ANY COIN OF VALUE. Experiment on some clad or memorial cents. It brings out the highlights, but you'll get scowls from coin dealers for this trick. It's a version of "Whizzing" a coin and is right up there with putting oatmeal in a used car to plug a radiator leak.