Hi Habeas Corpus (Not a fan of what the US gov't is doing to arabs in America?)
Most ppl try the preventative method, and get snails or algae eaters to consume the algae before it has a chance to develop. Sometimes this just doesn't work. My plecos are VERY lazy at the moment, and don't seem to be doing anything. Others have recommended Otocinclus catfish (Otos) from the Family Loricariidae to get rid of algae. I (and others) don't recommend Chinese Algae Eaters because of their eventual size, aggression and dietary changes. Siamese algae eaters and flying foxes are a couple of other possibilities.
If the preventative method's not for you, scrub them when the build-up gets bad. Think about nutrient levels in your tank, though. If you're having algae problems, this probably indicates excesses of decaying matter and fish waste. Have you been gravel vacuuming? This should help.
Mind you, everybody has algae problems!!!!!