MalVeaux, that's the look I'm after in my work, for sure, so I'll treat my lenses just like that from now on.
Actually, it isn't, so I try to keep them from getting dirty. Dirt scratches, smudges kill contrast and promote flare, I don't like that look, so if one is dirty, I'll clean it. RayinAlaska's advice is good, I use good quality lens tissue, no heavy pressure. If there is grease that does not lift easily with lens cleaner, I'll go to another solvent, like isopropyl alcohol.
If that doesn't get it, and I get flack every time I mention it, but in days gone by, ether was a popular choice for grease based smudges. You don't want that stuff around, so if I recommend xylene for the occasional greasy smudge that just smears with lens cleaner, please don't flame me. It will get it factory clean after you have done the milder cleaning. Use it in a ventilated area. It is not good to breath, but no worse than pumping your own gasoline. Use no more than necessary to get the smear off, keep it off paint and plastic. I have never damaged a lens doing this, and it is better than excess rubbing when a smudge will not lift with a milder solvent.